6. You are given the forward interest rates f[n1,n] for n = 1, 2, 3, 4. All rates are on an annual basis. They are, respectively: 1 2 3 4 0.03 0.02 0.01 0.02 a) Determine the one-year spot rates r1, r2, r3 and r4. b) Determine the price of a four year coupon bond with coupon rate of 2.5% (paid annually) and face value 100. c) With the same structure of interest rates as in point a), determine the value of the coupon rate r of a four year coupon bond (paid annually), such that the yield to maturity of the coupon bond is j = 2.012%