c) Suppose you observe the following three bonds. Assume that all bonds are denominated at $100 face value per contract and that they pay their coupons annually. Coupon 15 Maturity (years) 3 Bond A Bond B Bond C Price 111.42 108.33 116.61 15 2 15 1 i) Compute the spot rates ro,1, 10,2 and r0,3. ii) Compute the forward rates r1,2 and r2,3. c) Suppose you observe the following three bonds. Assume that all bonds are denominated at $100 face value per contract and that they pay their coupons annually. Coupon 15 Maturity (years) 3 Bond A Bond B Bond C Price 111.42 108.33 116.61 15 2 15 1 i) Compute the spot rates ro,1, 10,2 and r0,3. ii) Compute the forward rates r1,2 and r2,3