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Problem 15-13 Prices of zero-coupon bonds reveal the following pattern of forward rates: Forward Rate 4% Year 1 2 3 5 6 In addition to the zero-coupon bond, investors also may purchase a 3-year bond making annual payments of $40 with par value $1,000. a. What is the price of the coupon bond? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete and correct. $ 965.17 Price b. What is the yield to maturity of the coupon bond? (Do not round intermediate calculations. Round your answer to 2 decimal places.) b. What is the yield to maturity of the coupon bond? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Yield to maturity 5.29 X % c. Under the expectations hypothesis, what is the expected realized compound yield of the coupon bond? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Realized compound 5.33 X % yield d. If you forecast that the yield curve in 1 year will be flat at 5.5%, what is your forecast for the expected rate of return on the coupon bond for the 1-year holding period? (Do not round intermediate calculations. Round your answer to 2 decimal places.) d. If you forecast that the yield curve in 1 year will be flat at 5.5%, what is your forecast for the expected rate of return on the coupon bond for the 1-year holding period? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Holding period return 2.13 %