For yearly spot rates (10%, 8%, 6%), a) Calculate the forward rates for the periods (1,2), (2,3), and (1,3). b) Assume that expectations dynamics assumption is correct. Calculate the final value of the capital of a 3 year bond with 10% coupon payments once a year, if all coupon payments are reinvested as zero-coupon bonds with maturity at the end of the 3th year.