All rates are annual. The one-year zero coupon rate is 4%. The two year zero-coupon rate is 4.5%. The three year zero-coupon rate is 4.25%. The price of a three-year 3% coupon bond with the face value of $1,000 is $ {8} (accuracy to one cent) and its yield to maturity is {9}.. percent (enter 3.65% as 3.65 not 0.0365, accuracy at least to two decimals).

**t8 All rates are annual. The one-year zero coupon rate is 4%. The two year zero-coupon rate is 4.5%. The three year zero-coupon rate is 4.25%. The price of a three-year 3% coupon bond with the face value of $1,000 is $ (accuracy to one cent). 965.41

**t9 All rates are annual. The one-year zero coupon rate is 4%. The two year zero-coupon rate is 4.5%. The three year zero-coupon rate is 4.25%. Its yield to maturity is .. percent (enter 3.65% as 3.65 not 0.0365, accuracy at least to two decimals) 4.252

correct answers are already posted there, could any one tell me the way how to calculate those numbers? thank you so much