$$900(D)$ The $3$ year zero coupon bond which $is$ priced $at$ $$900$ will have a $YTMof7\%.$

The $3$ year zero coupon bond which $is$ priced $at$ $$900$ will have a $YTMof8\%.$

The $4$ year zero coupon bond which $is$ priced $at$ $$850$ will have a $YTMof6\%$

The $4$ year zero coupon bond which $is$ priced $at$ $$850$ will have a $YTMof7\%$

The forward rate from year $3to4is3\mathrm{.}04\%$

The forward rate from year $3to4is4\mathrm{.}04\%$

The $3$ year zero coupon bond which $is$ priced $at$ $$900$ will have a $YTMof3\mathrm{.}57\%$

The $4$ year zero coupon bond which $is$ priced $at$ $$850$ will have a $YTMof4\mathrm{.}147\%$

The forward rate from year $3to4is5\mathrm{.}88\%$