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 S 943.40 898.47 s 847.82 S 792.16 9 %6 96 96 3 4 b. Calculate the forward rate for (i) the second year: (i) the third year: (iii) the fourth year. Assume annual coupon payments. (Do not round Intermediate calculations. Round your answers to the nearest whole percent.) Maturity (years) Price of Bond $943.49 898.47 847.62 792.16 1 2 3 4 Maturity (Years) Price of Bond Forward Rate 2 S 898.47 847.62 % % 3 S 4 S 792.16