Consider the following three risk-free government bonds: A, B, and C. All three bonds have a face value of 100 and pay annual coupons, but the coupon rates are different. Bond A has a coupon rate of 5%, B 10%, and C 8%. Both A and B mature in two years while C matures in three years. Bonds A, B, and C are currently trading at 100.91, 110.25, and 110.96, respectively. i. Calculate the 1-year, 2-year, and 3-year spot rate. What is the shape of the term structure? ii. Which theories of the term structure can explain the shape above? Explain the intuition