Financial Math

Please solve both questions

2. (4pts) A one-year zero-coupon $1000 bond sells for $970, a two-year $1000 bond with 3% annual coupons sells for $980, and a three-year $1000 bond with 4% annual coupons sells for $990. Determine all spot rates and all forward rates in the three years. 3. (3pts) Spot rates associated with a four-year S1000 5% bond with annual coupons are 4%, r2 = 4.5%, and r3-r, = 5%. Calculate the present value of the bond and its yield rate if it is sold at a price equal to its value. (Answers: $1000.89, 4.9748%)