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 $ 933. 43 860.89 791.92 725. 20 680.72 a. Calculate the forward rate of interest for each year. (Round your answers to 2 decimal places.) Forward Rate Maturity (years) 2 % 3 % 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 %