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; (ii) three years; (iv) four years. Assume annual coupon payments. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Maturity (Years) 1 2 Price of Bond $ 973.40 $ 913.47 $ 862.62 $ 778.66 YTM 2.73% 4.63% 5.05% 6.45% 3 $ 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) Price of Bond 1 $ 973.40 2 913.47 3 862.62 4 778.66 -NM Maturity (Years) 2 3 Price of Bond 913.47 862.62 $ $ | Forward Rate % % % 4 $ 778.66 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; (ii) three years; (iv) four years. Assume annual coupon payments. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Maturity (Years) 1 2 Price of Bond $ 973.40 $ 913.47 $ 862.62 $ 778.66 YTM 2.73% 4.63% 5.05% 6.45% 3 $ 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) Price of Bond 1 $ 973.40 2 913.47 3 862.62 4 778.66 -NM Maturity (Years) 2 3 Price of Bond 913.47 862.62 $ $ | Forward Rate % % % 4 $ 778.66