Suppose that a 1-year zero-coupon bond with face value $100 currently sells at $91.20. while a 2-yoar zero sols at $82.48. You are considering the purchase of a 2-year-maturity bond making annual coupon payments. The face value of the bond is $100. and the coupon rate is 6% per year. What is the yield to maturity of the 2-yoar zero? The 2-year coupon bond? (Do not round intermediate calculations. Round your answers to 3 decimal places. Omit the sign in your response.) What is the forward rate (or the second year? (Do not round Intermediate calculations and rounded to whole number. Omit the "%" sign in your response.) Forward rate % If the expectations hypothesis is accepted. what are (1) the expected once of the coupon bond at the end of the first year and (2) the expected holding period return on the coupon bond over the first year' (Do not round intermediate calculations. Round your answers to 2 decimal places. Omit the "$" signs in your response.) Expected price $ Holding-period return %