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 (0) one year; (i) two years; (ii) 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 $ 960.90 2 $ 904.97 % 3 $ 846.12 % 4 $ 780.76 % b. Calculate the forward rate for () the second year; (i) the third year; (ii) the fourth year. Assume annual coupon payments. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Maturity (years) Price of Bond $ 960.90 904.97 846.12 780.76 Maturity (Years) Price of Bond Forward Rate 2 $ 904.97 3 $ 846.12 % 4 $ 780.76 %