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 (1) 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 2 Price of Bond $ 948.40 S 921.47 S 832.62 S 781.99 % % % 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 $ 948.40 921.47 832.62 1 2 3 4 781.99 Price of Bond Maturity (Years) 2 Forward Rate % 921.47 002 3 832.62 4 S 781.99 %