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.) \begin{tabular}{|c|rr|r|r|} \hline Maturity (Years) & \multicolumn{2}{|c|}{ Price of Bond } & \multicolumn{2}{c|}{ Forward Rate } \\ \hline 2 & $ & 919.97 & & % \\ \hline 3 & $ & 841.62 & & % \\ \hline 4 & $ & 788.89 & & % \\ \hline \end{tabular}