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	$940.90	__________	%
2	$923.47	__________	%
3	$872.62	__________	%
4	$769.66	__________	%

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	$	940.90
2	$	923.47
3	$	872.62
4	$	769.66

Maturity (Years)	Price of Bond	Forward Rate
2	$923.47	_________	%
3	$872.62	_________	%
4	$769.66	_________	%