Prices of zero-coupon bonds reveal the following pattern of forward rates: Forward Rate Year 1 2 3 5 7 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.) Price b. What is the yield to maturity of the coupon bond? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Yield to maturity 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.) Realized compound yield d. 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.) Holding period return %