Prices of zero-coupon bonds reveal the following pattern of forward rates: Year Forward Rate 1 5% 2 6 3 8 In addition to the zero-coupon bond, investors alse may purchase a 3-year bond making annual payments of $40 with par valus $1,000. a. What is the price of the coupon bond? (Do not round intermediate calculations. Round your answer to 2 decimal places.) b. What is the yield 1o maturity of the coupon bond? (Do not round intermediate calculations. Round your answer to 2 decimal places.) 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.) d. If you forecast that the yield curve in 1 year will be flat at 8.0%, 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.) Price | b. | Yield to maturity Realized compound yield n Holding period return