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. (Do not round intermediate calculations. Round your answers to two decimal places.)

b. Calculate the forward rate for (i) the second year; (ii) the third year; (iii) the fourth year. (Do not round intermediate calculations. Round your answers to two decimal places.

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 (l) one year; (ii) two years; (iii) three years; (iv) four years. (Do not round intermediate calculations. Round your answers to two decimal places.) YTM 1 Maturity (Years) Price of Bond $ 955.90 2 $ 916.47 3 $ 834.12 4 $ 766.39 % % % % b. Calculate the forward rate for (i) the second year; (ii) the third year; (ii) the fourth year. (Do not round intermediate calculations. Round your answers to two decimal places.) Maturity (years) 1 2 Price of Bond $ 955.90 916.47 834.12 766.39 3 4 Maturity (Years) Price of Bond 2 $ 916.47 $ 834.12 N Forward Rate % % % 3 4 $ 766.39