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 $50 with par value $1,000. What is the price of the coupon bond? (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.) What is the yield to maturity of the coupon bond? (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "%" sign in your response.) 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. Omit the "%" sign in your response.) If you forecast that the yield curve in 1 year will be flat at 6.0%, 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. Omit the "%" sign in your response.)