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The yield curve for default-free zero-coupon bonds is currently as follows: Required: o. What are the implied one-year forward rates? (Do not round intermediate calculotions. Round your onswers to 2 decimal places.) b. Assume that the pure expectations hypothesis of the term structure is correct. If market expectations are accurate, what will the pure yleld curve (that is, the ylelds to maturity on one- and two-year zero-coupon bonds) be next year? c. What will be the yield to maturity on two-year zeros? (Do not round intermediate colculations. Round your answers to 2 decimal places.) d. If you purchase a fwo-year zero-coupon bond now, what is the expected total rate of return over the next year? (Hint: Compute the current and expected future prices.) Ignore taxes. (Do not round intermediote calculotions. Round your answer to 2 decimal ploces.) -. If you purchase a three-year zero-coupon bond now, what is the expected total rate of return over the next year? (Hint. Compute the current and expected future prices.) ignore taxes. (Do not round intermediate calculations. Round your onswer to 2 decimal ploces.)