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 and correct. Maturity (Years) Price of Bond YTM 1 $ 950.90 5.16 % 2 $ 899.97 5.41 % 3 $ 877.62 4.45 % 4 $ 785.26 6.23 % 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.) Maturity (years) Price of Bond 1 $ 950.90 2 3 4 899.97 877.62 785.26 Answer is not complete. Maturity (Years) Price of Bond Forward Rate 2 $ 899.97 5.67 % 3 $ 877.62 % 4 $ 785.26 %