a : PV=1139.76

b : PV(1y) = 97.087 PV(2y) = 92.456 PV(3y) = 86.384

I didn't get how to answer c and d please help. (include details please)

Example: A government bond has a par value of 1,000, maturity of exactly 3 years, coupon rate of 10% with annual payments, and a yield of 4.8794% per year. a. What is the price of this coupon bond? b. The yield to maturities of 1-, 2-, 3-year government zeros are 3%,4%,5%, respectively. What are the prices of these zeros if their par value is 100 ? c. Construct the replicating portfolio of zeros that would synthetically create the coupon-paying bond above. d. Show that you could obtain the price of the coupon-bond directly using the zero-coupon bond yields