Bonds A and B are calibration bonds of a given credit quality. Which of the following statements about the spot rates and forward rates implied by the above bond prices is/are true? All rates have been rounded to the nearest 0.1%. (a) The one-year spot rate, oR1=10.0%. (b) The two-year spot rate, OR2=9.0%. (c) The forward rate from year 1 to year two, 1f2=11.0% (a) only (a) and (b) only (a) and (c) only (b) and (c) only (a), (b) and (c)