Forward Rate Calculation for Zero-Coupon Bond

ABC Corp. has issued a five-year zero-coupon bond with a face value of $1,000, which is currently priced at $800. The bond pays no interest and will be redeemed at par value at maturity. You are tasked with determining the forward rate for the bond for Year 3 to Year 4, based on the current yield and implied future rates in the term structure.

Assume the following yield-to-maturity (YTM) for the bond can be calculated as:

YTM = (Face Value / Current Price)^(1/Time) - 1

Using this information, what is the forward rate for the third year to the fourth year based on the bond pricing information provided?