6. In a particular bond market, the spot rate, yn, at time n is equal to 0.08 -0.003n. Assuming that the no-arbitrage assumption applies, calculate: (a) The spot rates for: n = 1, n = 2, n = 3, n = 4, n = 5, n = 6. [3 marks] (b) The price per 100 nominal of a zero-coupon bond with term four years. [2 mark] (c) The four-year forward rate at time two. [2 marks] (d) The three-year par yield. [3 marks] Total: 10 marks]