Suppose that the prices of zero-coupon bonds with various maturities are given in the following table. The face value of each bond is $1,000. Maturity (Years) 1 2 3 4 5 Price $ 968.16 878.39 812.92 749.ee 675.46 a. Calculate the forward rate of Interest for each year. (Round your answers to 2 decimal places.) Maturity Iyears) 2 3 Forward Rate % % 4 5 b. How could you construct a 1-year forward loan beginning in year 3? (Round your Rate of synthetic loan answer to 2 decimal places.) Face value Rate of synthetic loan c. How could you construct a 1-year forward loan beginning in year 4? (Round your answers to 2 decimal places.) Face value Rate of synthetic loan