You observe the following term structure: Maturity (years) 1 2 3 4 5 Zero-coupon YTM 4.0% 5.5% 5.5% 5.0% 4.5% a. What is the forward rate for year 2 (the forward rate quoted today for an investment that begins in one year and matures in two years)? b. What is the forward rate for year 5 (the forward rate quoted today for an investment that begins in four years and matures in five years)