$2)$ Forward Rate Calculations

Under certainty $($i$.$e$,$ we know the future short rates r$2,$ r$3....$rn$)$ it must be true that:

$(1+$r$1)(1+$r$2)....(1+$rn$)=(1+$yn$)$n

Suppose instead r$2,$ r$3....$rn are unknown. You are given that r$1($which is always known and must be equal to y$1)$ is $1\mathrm{.}5\%,$ and y$4=2\mathrm{.}5\%.$

a$)$ Investor A invests in a $4-$year zero coupon bond. What is his total return $($not annualized$)$ over $4$ years?