Problem 15-10 The term structure for zero-coupon bonds is currently: Maturity (Years) 1 2 3 YTM (%) 5.7% 6.7 7.7 Next year at this time, you expect it to be: Maturity (Years) 1 2 3 YTM (%) 6.7% 7.7 8.7 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. 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.) Maturity 1 YTM % % 2