You observe the following term structure: 20 1-year zero-coupon bond 2-year zero-coupon bond 3-year zero-coupon bond 4-year zero-coupon bond Effective Annual YTM 8.7% 8.8 8.9 9.0 a. If you believe that the term structure next year will be the same as today's, calculate the return on (i) the 1-year zero and (ii) the 4- year zero. (Do not round intermediate calculations. Round your answers to 1 decimal place.) One year return on 1-year bond One year return on 4-year bond 1% % b. Which bond provides a greater expected 1-year return? 1-year zero-coupon bond 4-year zero-coupon bond