6. (? pts) If the term structure of yields to maturity is 2% for a one-year maturity, 2.5% for a two-year maturity, and 3%, for a three-year maturity, a) What are the one-year, two-year, and three-year zero coupon yields? b) What are the f(1,1) and f(2,1) forward rates (the forward rate with one-year maturity starting in one year, and the forward rate with one-year maturity starting in two years)