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.) YTM Maturity (Years) 1 % % 2 Price of Bond $ 955.00 $ 901.47 $ 838.62 $ 779.89 3 % 4 1% 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 $ 955.00 901.47 838.62 779.89 I Price of Bond Maturity (Years) 2 $ 901.47 Forward Rate % % % 3 $ 838.62 779.89 4 $