Consider the following risk-free T-bill and coupon bonds available for sale in the bond market (assume annual coupons): Maturity (in years) 1 2 3 Price 999 1003 1008 Coupon rate T-bill (zero coupon bond) 2% 3.5% a. Construct the term structure of interest rates for these three years. b. Find forward rates between years 1 and 2, and between years 2 and 3. c. Suppose that your company plans to issue a one-year zero-coupon bond in year 1 that will mature in year 2. What is the expected price of this bond