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