9. (10) Consider a swap with a three-year term and annual settlement periods. Assume the notional amounts are increasing each year, with Q1 = 1,000, Q2 = 2,000 and Q3 = 3,000. The spot rates are given as follows Term Spot rates 1 year 2 years 3 years 1.35% 2.40% 3.50% (i) Calculate the prices for 1-year, 2-year, and 3-year zero-coupon bonds with matu- rity value of $1 respectively. (ii) Calculate forward rates f10,1), f1,2) and f12,3] (iii) Determine the swap rate