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.) Maturity (Years) Price of Bond YTM 1 $ 943.40 % 2 $ 898.47 % 3 $ 847.62 % 4 $ 792.16 % 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 the nearest whole percent.) Maturity (years) Price of Bond 1 $943.40 2 898.47 3 847.62 4 792.16 Maturity (Years) Price of Bond Forward Rate 2 $ 898.47 % 3 4 $ EAEA $ 847.62 % 792.16 %