Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: XXXXXXXXXXyear), XXXXXXXXXXyear), XXXXXXXXXX (3-year), XXXXXXXXXXyear), XXXXXXXXXXyear). For each maturity year...

Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: 0.96154 (1-year), 0.91573 (2-year), 0.87630 (3-year), 0.82270 (4-year), 0.77611 (5-year). For each maturity year compute the zero-coupon bond yields (effective annual and continuously compounded), the par coupon rate, and the 1- year implied forward rate.