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; (ii) 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 910.90 s 907.97 S 828.12 S 768.49 96 96 3 4 b. Calculate the forward rate for the second year: (i) the third year: (ii) 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 2 3 4 $ 910.90 907.97 828.12 768.49 Maturity (Years) 2 Forward Rate 96 S Price of Bond 907.97 828.12 768.49 3 S 96 4 S 96