answer Q1D ONLY PLEASE!

Q1. Consider the following par bond (ie coupon rate-yield and bond priced at park. Assume annual coupons. Q1a. What is 1 year, 2 year, and 3 year discueni lactors: (3 pts ) Q2b. what is the 1 year, 2 year, and 3 year spot rates ( 3 points)? Q2e, what is the 1 year forward rate starting in 1 year and 2 years respectively? ( 3 points?) (hint: this is asking for implied one year rate b/w ly and 2y and b/w year 2 and year 3) Qld. bow much should a three year 10% coupon note be priced at? What is the ytm for that bond? (3 pts) Q1. Consider the following par bond (ie coupon rate-yield and bond priced at park. Assume annual coupons. Q1a. What is 1 year, 2 year, and 3 year discueni lactors: (3 pts ) Q2b. what is the 1 year, 2 year, and 3 year spot rates ( 3 points)? Q2e, what is the 1 year forward rate starting in 1 year and 2 years respectively? ( 3 points?) (hint: this is asking for implied one year rate b/w ly and 2y and b/w year 2 and year 3) Qld. bow much should a three year 10% coupon note be priced at? What is the ytm for that bond? (3 pts)