An investor observes the market prices of three zero coupon bonds. All of these bonds have a face value of 100. Their prices and maturities are given in the table below: MaturityMarket Price (years) Bond 96.62 91.57 2 88.90 3 Based on the data: A) Calculate the spot interest rates implied by the bond prices. B) Calculate the implied forward rates from the spot interest rates you calculated above C) A three year coupon bond exists (Bond D) with face value 500 and a coupon rate of 7.5%. Coupon payments are made annually. Determine the fair price of this bond