Compute the forward rates, prices of zero coupon bonds of corresponding maturities with face value $1000, and finally the par yields on the bonds, assuming coupons are paid annually.

Maturity Spot Rate

1 year 3.50%

2 years 4.50%

3 years 5.10%

4 years 5.70%

5 years 6.10%

JUST NEED BOND PRICES