2. The yields on 1-year, 2-year and 3-year, risk-free, zero-coupon bonds are y=2%, y2=2.5% and y3=3%, respectively. a. What is the value of a 3-year, risk-free bond with a coupon rate of 4% (annual coupons) and a face amount of $1,000? b. What are the 1-year and 2-year forward rates (fi = P1/P2-1 and f2=P2/P3-1)? c. Under the expectations hypothesis, what is the expected 1-year spot interest rate 2 years from now