PART E ONLY PLEASE THANK YOU

The yield curve for delault free zero-coupon bonds is currently as follows: Required: a. What are the implied one-year forward rates? (Do not round intermediate calculations. Round your answers to 2 decimal places) b. Assume that the pure expectations hypothesis of the term structure is correct. If market expectations are accurate, what will the pure yield curve (that is, the yields to maturity on one--and two-year zero-coupon bonds) be next year? There will be a shift upwards in next year's curve. There will be a shif downwards in next year's curve. There will be no change in next year's curve. c. What witi be the yield to maturity on two-year zeros? (Do not round intermediate calculations. Round your answers to 2 decimal places.) d. If you purchasn a two-year zero-coupon bond now, what is the expected total rate of return over the next year? (Fint Compute the current and expected future prices) Ignore taxes. (Do not round intermediate calculations. Round your answer to 2 decimal places) e. If you purchase a three-year zero-coupon bond now, what is the expected total rate of retum over the next year? (Hlint Compute the current and expected future prices) lgnore taxes. (Do not round intermediate calculations. Round your answer to 2 decimal places)