The current yield curve fornisk tree zero.coupon bonds e as follows. Maturity years) YTM (9) 1 2 3 10 11 12 (Pound your final answers to 2 decimat places. Entot percentages "as-te, without the islen, prices without the Ston) a) What are the year forward rates implied by the spot rates? (13) 12 b) next year, you decide to buy a 2 year zero coupon bond how much would you need to pay? What will be the YTM offered next year? Assume that the expectations hypothesis is correct and the market expectations are accurate. All Face Values are equal to $1000 S VTM Price cif you were to buy a 3-year 2000-coupon bond today and sell it next year what would your holding period return bo? Again, assume that expectations theory holds HPR