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 $ % 980.90 914.97 2 $ % 3 $ 843.12 % 4 $ 771.76 % 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) 1 2 3 4 Price of Bond $ 980.90 914.97 843.12 771.76 Maturity (Years) Price of Bond Forward Rate 2 $ 914.97 % a | A | 3 $ 843.12 % 4 $ 771.76 %