help with C and D

The current yield curve for default-free zero-coupon bonds is as follows: Maturity (ye 9.2 10.2 11.2 a. What are the implied one-year forward rates? (Do not round intermediate calculations. Round your answers to places.) Answer is complete and correct. Maturity (years) YTM 9.2% 10.2% 11.2% 11.20 13.20 c. What will be the yield to maturity on two-year zeros? (Do not round intermediate calculations. Round your an decimal places.) Answer is complete but not entirely correct. |YTM 10.10 d. If you purchase a two-year zero-coupon bond now, what is the expected total rate of return over the next year Compute the current and expected future prices.) Ignore taxes. (Do not round intermediate calculations. Round to 2 decimal places.) Answer is complete but not entirely correct. Expected total rate of 727 25 return