For bonds, assume coupons paid semi-annually, coupon rates and yields quoted with semi-annual compounding, and redeemable at par unless otherwise noted

- The prices of $100 par value zero coupon bonds are as follows: 1yr at 97, 5yr at 88, and 10yr at 82. Calculate the 1yr, 5yr, and 10yr spot rates and specify if the curve is normal, flat, or inverted.