3 Suppose the following bonds are trading in the market today (prices in ): - A zero coupon bond with face value 100 and maturity in one year trades at 97,53 - A coupon bond with face value 100, maturity in two years, and a coupon of 2% per annum paid annually trades at 98,01 - A coupon bond with face value 100, maturity in three years, and a coupon of 3% per annum paid annually trades at 98, 48 a) Compute the current term structure; i.e. the continuously compounded spot rates for one, two and three years