The following is a list of prices for zero$-$coupon bonds of various maturities.

a$.$ Calculate the yield to maturity for a bond with a maturity of $($i$)$ one year; $($ii$)$ two years; $($iii$)$ three years; $($iv$)$ four years. Assume annual coupon payments. $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$

Answer is complete but not entirely correct.

$\backslash$table$[[$Maturity $($Years$),$Price of Bond,YTM$],[1,$$$,978\mathrm{.}43,0\mathrm{.}02x,\%$