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.) X Answer is not complete. Maturity (Years) Price of Bond YTM 1 $ 955.90 4.60 % % 2 $ 916.47 45.44 3 $ 834.12 % 4 $ 766.39 % 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 $ 955.90 916.47 834.12 766.39 Maturity (Years) Price of Bond Forward Rate 2 $ 916.47 % 3 $ 834.12 % 4 $ 766.39 %