The term structure for zero-coupon bonds is currently: Maturity YTM 1: 4% 2: 5% 3: 6% Next year at this time, you expect it to be: Maturity YTM 1: 5% 2: 6% 3: 7% a. What do you expect the rate of return to be over the coming year on a 3-year zero-coupon bond? (Round your answer to 1 decimal place.) Rate of return % b-1. b. Under the expectations theory. what yields to maturity does the market expect to observe on 1- and 2-year zeros at the end of the year? (Round your answers to 2 decimal places.) c. Is the markets expectation of the return on the 3 year bond greater or less than yours?