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) 1 YTM Price of Bond $ 963.40 $ 908.47 $ 857.62 2 % % % 3 4 $ 783.16 % 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 2 decimal places.) Maturity (years) 1 2 3 WN Price of Bond $ 963.40 908.47 857.62 783 16 4 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 $ 963.40 908.47 857.62 783.16 Maturity (Years) Price of Bond Forward Rate 2 $ % 3 $ $ $ $ 908.47 857.62 783.16 % 4 $ %