The zero rates for one to six years and the implied forward rates a year from now (for one to five years, or 1f1 to 1f5) are shown below: a. What is the spot price and yield to maturity of an annual-pay 6-year bond with a par value of 100 and a coupon of 6.00%? b. Assuming the implied forward rates accurately reflect the future spot rates, show that the realized return for a one-year holding period is equal to the spot rate of 4.100%. c. Now, if the yield curve in one year does not change at all from the present spot values, calculate the realized one-year holding period return attained by 'riding the yield curve