3. Which of the following statements are correct? Knowing today's yield curve (term structure of spot rates), you can compute exactly: (a) The price at which a 2-year Treasury Strip (aka 'T-Strip', a zero-coupon bond) with $100 face value trades today. (b) The price at which a 5-year Treasury bond with 7% coupon and $100 face value trades today. (C) The price at which what is today a 3-year T-Strip with $100 face value will trade in one year. (d) The two-year forward rate in one year. 4. The one-year spot rate in 2%. A two-year French government coupon bond with face value 1,000 and coupon rate 2% trades at 1,000. A three-year French government coupon bond with face value 1,000 and coupon rate 2.5% trades at 1,006.79. Both coupon bonds pay annual coupon payments. Compute the two-year and three-year spot rates implied by the bond prices