Problem 5: Term Structure and Expectations Hypothesis (4 points) (a) The following is a list of prices for zero-coupon riskless bonds of various maturities, all with face value of $1000. Calculate the (EAR) yields to maturity of each bond y: Ya, y3, and y, and the implied forward rates fi, f2, f3, and f4. Maturity (years) Price of Bond 1 $943.40 2 $898.47 3 $847.62 4. $792.16 Y1 = Y2 = Y3 = 44 = fi = f2 = f3 =