Prices of zero-coupon bonds reveal the following pattern of forward rates: Forward Rate Year 1 2 3 7% WNA 10 12 ok 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. nt ences 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 t 2 decimal places.) d. If you forecast that the yield curved in 1 year will be flat at 7.0%, 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.) a. Price b. Yield to maturity c. Realized compound yield d. Holding period return % % % de