Discuss the pros and cons of duration mismatching for a depository institution. Suppose there are three zero-coupon bonds, identical in all respects except maturity. Each bond has a face value of $1000. One of them matures a year from now and is currently selling at $855.66. Another matures 2 years from now and is currently selling at $835.33. The third matures 3 years from now and is currently selling at $775.85. Compute the YTM for each of the three bonds, plot the yield curve (assuming that you can interpolate smoothly), and compute the available forward rates.