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b) The following zero coupon bonds are given below, with their prices and maturities: Maturity (Years) Price (s) 1 925.93 2 890 3 850 825 5 800 i) Calculate the yield to maturity and the forward rate of interest for each year. Give your answers to the nearest hundredth of a percentage point, and demonstrate your work. (6 marks) ii) What type of yield curve do we have given the above calculationsWhat theory or theories of the term structure of interest rates can explain the shape of this yield curve? (5 marks) ii) Given the calculations in part b) i) and the shape of the yield curve, what does the spread forecast for the future of the economy, based for example, on the study by Estrella and Hardouvelis (1991) (5 marks) iv) Use the calculations of the forward rates to construct a one year synthetic forward loan that you take out at the beginning of year 4. (5 marks) b) The following zero coupon bonds are given below, with their prices and maturities: Maturity (Years) Price (s) 1 925.93 2 890 3 850 825 5 800 i) Calculate the yield to maturity and the forward rate of interest for each year. Give your answers to the nearest hundredth of a percentage point, and demonstrate your work. (6 marks) ii) What type of yield curve do we have given the above calculationsWhat theory or theories of the term structure of interest rates can explain the shape of this yield curve? (5 marks) ii) Given the calculations in part b) i) and the shape of the yield curve, what does the spread forecast for the future of the economy, based for example, on the study by Estrella and Hardouvelis (1991) (5 marks) iv) Use the calculations of the forward rates to construct a one year synthetic forward loan that you take out at the beginning of year 4