5. Suppose the term structure of interest rates is as follows: Term Spot rate 1 yr 6.20% 2 yr 6.25% 3 yr 6.35% 4 yr 6.49% 5 yr 7.00% (a) (1 point) Find the at-par yield rate for a three-year $100 bond with annual coupons. Write as a percent rounded to 4 decimal places. (b) (2 points) Determine all one-year forward rates that can be determined using these spot rates. Write each as a percent rounded to 4 decimal places (where necessary). (c) (1 point) Given 87 = 8.15%, find the 3-year deferred 4-year forward rate. Write as a percent rounded to 4 decimal places.