answer is approximately 3.4% can you please set up the problem and show steps

Problem 25. The three month implied forward rates convertible quarterly are 3%,3.25%,3.5%, and 3.75% for three month periods starting at t=0,t=1/4,t=1/2, and t=3/4, respectively. Compute the yield convertible quarterly on a par coupon bond with quarterly coupons