The following is a list of prices for zero$-$coupon bonds of various maturities. The face value is $$1,000.$ Use your answers in part $($a$)$ to

calculate the forward rates in part $($b$).$

Required:

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.Calculate the forward rate for $($i$)$ the second year; $($ii$)$ the third year; $($iii$)$ the fourth year. Assume annual coupon payments.

Note: Do not round intermediate calculations. Round your answers to the nearest whole percent.

b$.$ Calculate the forward rate for $($i$)$ the second year; $($ii$)$ the third year; $($iii$)$ the fourth year. Assume annual coupon payments.

Complete this question by entering your answers in the tabs below.

Required A

Required B

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.

Note: Do not round intermediate calculations. Round your answers to $2$ decimal places.