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

Year Forward Rate

$16\%$

$27$

$38$

In addition to the zero$-$coupon bond, investors also may purchase a $3-$year bond making annual payments of $$25$ with par value $$1,000.$

Required:

What is the price of the coupon bond?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

What is the yield to maturity of the coupon bond?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

Under the expectations hypothesis, what is the expected realized compound yield of the coupon bond?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

If you forecast that the yield curve in $1$ year will be flat at $8\mathrm{.}0\%,$ what is your forecast for the expected rate of return on the coupon bond for the $1-$year holding period?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places