Suppose that all investors expect that interest rates for the five years will be as follows:Year$1-$year Forward Interest Rate$3\mathrm{.}8\%24\mathrm{.}2\%5\mathrm{.}1\%45\mathrm{.}9\%56\mathrm{.}7\%$What is the yield to maturity on a four$-$year zero$-$coupon bond? a$.5\mathrm{.}14\%$ b$.4\mathrm{.}75\%$O c$.6\mathrm{.}46\%$ d$.20\mathrm{.}38\%$