A three-year Treasury bond (Bond A) is traded at 6% yield to maturity. The bond has a face value of $1000 and pays annual coupons at 8% coupon rate. a) Calculate the price of the bond. b) Suppose one year later, the bond price become $1000. What is the yield to maturity of the bond at that time? What is the one-year holding period return on the bond? c) In addition to the previous three-year bond (Bond A), you also observe a one-year zero-coupon bond traded at $952.38 and a two-year zero-coupon bond traded at $890.00. Both bonds have $1000 face values. Calculate the price of another three-year bond (Bond B) with annual coupon payments of $70 and $1000 face value. d) Under the Expectation Hypothesis, at what price do you expect to sell Bond B in one year?