Froblem 1. Suppose that we have three bonds each with face/redemption amount of 100 and paying 5% annual coupons. The bonds are 1 year, 2 year and 3 year bonds and we are told that thcy are each priced to have the yield to maturity (ic. internal rate of return) YTM(1)=0.052,YTM(2)=0.056,YTM(3)=0.06 where YTM (k) denotes the yield to maturity on a k-year bond. Use this information to compute the term structure of interest rates for years 1,2 and 3 (i.e. compute the 1 year, 2 year and 3 year zero-coupon yields) implied by this data