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 $ 983.40 % 2 $ 918.47 3 S 867.62 % 4 S 774.16 % b. Calculate the forward rate for (1) 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.) Price of Bond Maturity (years) 1 2 $ 983.40 918.47 3 4 867.62 774.16 Maturity (Years) Price of Bond Forward Rate 2 S 918.47 % 3 S 867.62 % 4 S 774.16 %