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

Year Forward Rate

$14\%$

$25$

$38$

In addition to the zero$-$coupon bond, investors also may purchase a $3-$year bond making annual payments of $$50$ with par value $$1,000.$

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

b$.$ What is the yield to maturity of the coupon bond? $($Do not round intermediate calculations. Round your answer to $2$ decimal places.$)$

c$.$ Under the expectations hypothesis, what is the expected realized compound yield of the coupon bond? $($Do not round intermediate 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 intermediate calculations. Round your answer to $2$ decimal places.$)$