Four Treasury securities data from today's Wall Street Journal are provided below:

Assume all four Treasury securities are paid annually.

Based on the information given above, please answer the following four questions:

$(1)$ Calculate the zero prices for $1-$year, $2-$year, $3-$year, and $4-$year Treasuries, respectively.

$(2)$ Given the zero prices in $(1)$ above, what should be the price of a $5\%,4-$year Treasury bond with $$100$ par value?

$(3)$ Given the zero prices in $(1)$ above, what should be the forward rate from year $1$ to year $3?$

$(4)$ What should be the price of a $2-$year forward bond with zero$-$coupon and $$100$ par value to be issued in $1$ year?