es for zero-coupon bonds of various maturities. The face value is $1,000. Use your answers in part (a) to four years. (Do not round calculate the forward rates in part (b). bond with a maturity of 0) one year: () two y,(l) three years: (vy) a. Calculate the yield to maturity for a intermediate calculations. Round your answers to two decimal places.) (Years) Price of Bond S 973 $ 919.97 $ 841.62 4.261% 788.89 the second year, (i) the third year; (iin) the fourth year. (Do not round intermediate calculations b. Calculate the forward rate for (0 973. 40 919.97 841.62 788. 89 3 S 919.97 $ 841.62 788.89