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.$)$

b$.$ Calculate the forward rate for $($i$)$ the second year, $($ii$)$ the third year, $($iii$)$ the fourth year. Assume annual coupon payments. $($Do not

round intermediate calculations. Round your answers to $2$ decimal places.$)$