Calculate the term structure of (annual) interest rates consistent with the following:

a) 1-year zero-coupon bond priced at $99.0099 per $100 face value, b) a 2-year bond with annual

coupons of $3 per $100 face value priced at $100.0576757, and c) an annual forward rate from

year 2 to 3 of 6.02922%.