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 $$40$ with par value

$$1,000.$

Required:

a$.$ What is the price of the coupon bond?

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

b$.$ What is the yield to maturity of the coupon bond?

Note: 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?

Note: 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 $8\mathrm{.}0\%,$ 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.