Below is a table of fixed income yields taken today (9/6/17) from BondSource via Schwab.com. Use the table to answer the following questions. Show work for partial credit. DO NOT ROUND UNTIL YOUR FINAL ANSWER! I suggest you use Excel where this is the default behavior, but you can use a calculator if you prefer. Use the U.S. Treasury Zeros to calculate the forward interest rates for years 2 and years 3. F_2 = _____ middot _____% F_1 = _____ middot _____% The U.S. Treasury Zeros to calculate the discount factor (v) for years 1, 2 and 3. The discount factor is the present value, or price, of one dollar delivered at a future date. v_1 = $ v_2 = $ v_3 = $ A three-year $1000 par bond has a coupon rate of 5% paid annually. Use the discount factors from question two to value this stream of cash. $