3. (20) Suppose that we have one, two, three, and four-year bonds, each with face value normalized to $1000 and an annual coupon with a rate of 10%, priced as follows. Bond 1-Year 2-Year 3-Year 4-Year C1 1100 100 100 100 1100 100 100 1100 100 1100 Price 1008.33 1000.76 976.21 933.93 C2 C3 C4 Using the law of one price, calculate the one, two, three, and four-year spot rates