Please answer all parts. Thank you!

3. The following is a list of current prices for zero-coupon bonds of various maturities, with a face value of $1000: Maturity (years) Price of bond ($) 943.40 898.47 847.62 792.16 (a) Calculate the yields to maturity of each bond. (b) Calculate the implied sequence of forward rates. (c) Assuming perfect foresight, compute the price path of the 4-year bond as time passes. (d) What is the rate of return of the 4-year bond in each year. (e) What should be the current price of a 3-year maturity bond with a 12% coupon rate paid annually? If you purchased it at that price, what would your total expected rate of return be over the next year (coupon plus price change)? 3. The following is a list of current prices for zero-coupon bonds of various maturities, with a face value of $1000: Maturity (years) Price of bond ($) 943.40 898.47 847.62 792.16 (a) Calculate the yields to maturity of each bond. (b) Calculate the implied sequence of forward rates. (c) Assuming perfect foresight, compute the price path of the 4-year bond as time passes. (d) What is the rate of return of the 4-year bond in each year. (e) What should be the current price of a 3-year maturity bond with a 12% coupon rate paid annually? If you purchased it at that price, what would your total expected rate of return be over the next year (coupon plus price change)