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 Price $ 945.66 855.89 785.92 718.40 660.24 a. Calculate the forward rate of interest for each year. (Round your answers to 2 decimal places.) Forward Rate Maturity lyears) 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 %