Please help

The following is a list of prices for zero-coupon bonds of various maturities a. Calculate the yield to maturity for a bond with a maturity of (i) one year; (ii) two years; (iii) three years; (iv) four years Assume annual coupon payments. (Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Calculate the forward rate for (i) the second year, (ii) the third year, (iii) the fourth year Assume arnual coupon payments (Do not round intermediate calculations. Round your onswers to 2 decimal places.)