Please help with part C

Prices of zero$-$coupon bonds reveal the following pattern of forward rates:

In addition to the zero$-$coupon bond, investors also may purchase a $3-$year bond making annual payments of $$45$ with par value

$$1,000.$

a$.$ What is the price of the coupon bond? $($Do not round Intermedlate calculatlons. Round your answer to $2$ decimal places.$)$

b$.$ What is the yield to maturity of the coupon bond? $($Do not round Intermedlate calculations. Round your onswer to $2$ decimal

places.$)$

c$.$ Under the expectations hypothesis, what is the expected realized compound yield of the coupon bond? $($Do not round Intermedlate

calculations. Round your answer to $2$ decimal places.$)$

d$.$ If you forecast that the yield curve in $1$ year will be flat at $6\mathrm{.}0\%,$ what is your forecast for the expected rate of return on the coupon

bond for the $1-$year holding period? $($Do not round Intermedlate calculatlons. Round your answer to $2$ decimal places.$)$

Answer is not complete.