a) Bond A has three years to maturity, with an annual coupon rate of 4%. Its yield to maturity is 3%. Consider a face value of $100. Compute the price of bond A. (3 marks) b) Bond B has three years to maturity, with an annual coupon rate of 3%. Consider a face value of $100. The one, two- and three-year spot interest rates are 1%, 2% and 3%, respectively. Compute the price of bond B. (3 marks) c) Give a brief overview of the relationship between interest rates and bond prices. Use a graph for your answer. (5 marks) d) Consider the following information for bond C: it pays annual coupons with a coupon rate of 6%, it has two years to maturity, the one-year spot rate is 2.5% and the bond's yield to maturity Is 5.2%. What is the two-year spot rate? Consider a face value of $100. (9 marks)