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

Year	Forward Rate
1	6%
2	9%
3	8%

In addition to the zero-coupon bond, investors also may purchase a 3-year bond making annual payments of $35 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.) 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 to 2 decimal places.) d. If you forecast that the yield curve in 1 year will be flat at 10.0%, 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.YTM:______%

c.Realized Compound Yield:______%

d.Holding Period Return:______%