Consider a 3-year, 4% coupon US Treasury (bond A). All bonds are denominated at $100 face value per contract, and they pay their coupons annually. The term structure is currently flat at 5%. (1) Compute the price of bond A. Briefly explain why bond A is trading at a discount/par/premium. (ii) Compute the price of a 5-year, 4% coupon US Treasury (bond B). Briefly comment on the difference in price between bonds A and B. (iii) Suppose that the term structure falls to a flat 3%. Re-compute the prices of bonds A and B, and briefly comment on their price difference