3, (10 points) Consider the three bonds quoted in the following table (settlement: 2/15/94). Calculate discount factors and spot rates at six-month intervals (d1, d2,d3 andYv'), and implied six-month forward rates (f1 and f2). Coupon Rate Maturity 8/15/94 101:20 0 2/15/95 101:18 2 8/15/95 100:21 4 3, (10 points) Consider the three bonds quoted in the following table (settlement: 2/15/94). Calculate discount factors and spot rates at six-month intervals (d1, d2,d3 andYv'), and implied six-month forward rates (f1 and f2). Coupon Rate Maturity 8/15/94 101:20 0 2/15/95 101:18 2 8/15/95 100:21 4