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) 2 Price $ 955.93 883.39 818.92 755.80 659.96 4 5 a. Calculate the forward rate of interest for each year. (Round your answers to 2 decimal places.) > Answer is complete but not entirely correct. Forward Rate Maturity (years) 2 8.21 % 3 4 7.38 % 7.62 X % 10.10 % 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 %