Given the following table below for the Par Bond Yield Curve, find the following. Note that the 1year Bond is also a Zero Coupon Bond in addition to being a 1-year Coupon Bond. The Par Value for these bonds are all $100. Thus, you are given the 1-year Spot Rate is 2% to start things off free. Note all these bonds are US Treasury Bonds with no credit or default risk. a. What is the Coupon Rate, Yield to Maturity Current Yield for the 3-year Par Bond. b. Find the Spot Rates for 2-year, 3-year, and 4-year Zero Coupon Bonds. c. Find all the possible forward rates along this yield curve. d. Assume an Investment House is willing to offer Zero Coupon Bonds priced at Spot Rates that can be calculated from the Par Bond Yield Curve. In addition, someone offered you simple loan (same as a Zero) of 1 million dollars 4 years at a Spot Rate of 3%. Explain how to take advantage of this offer. (You might want to look up the concept of Stripping Coupon Bonds to make Zeros.)