The following is a list of prices for zero-coupon bonds of various maturities. 18 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) YTM 1 $ Price of Bond 973.40 919.97 1% % $ $ 3 841.62 % 4 $ 788.89 % 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 $ 973.40 919.97 841.62 788.89 4 Maturity (Years) 2 Price of Bond 919.97 Forward Rate % $ 3 % $ $ 841.62 788.89 4 %