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5. The following is a list of prices for zero coupon bonds with different maturities and par value of $1,000. Maturity (Years) Price $943.40 $881.68 $808.88 $742.09 a. What is, according to the expectations theory, the expected one-year forward rate in the third year? (i.e. borrow two years from now, repay three years from now) b. Suppose you have entered a forward contract, promising to lend customer A $1 million two years from now, who will repay you three years from now at the forward rate in part a). How would you structure your holdings of zero coupon bonds so that you can exactly match the future cash flow of this loan? What is the duration of a perpetuity with a yield of 8%