he spot rate for three hypothetical zero-coupon bonds (zeros) with maturities of one, two and three years are given in the following table (based on annual compounding).

Maturity(T)	1	2	3
Spot rates	r(1)=11%	r(2)=10%	r(3)=9%

(a) Calculate the forward rate for a one-year zero in one year, f (1,1).

(b) Calculate the forward rate for a one-year zero in two years, f (2,1).

(c) Calculate the forward rate for a two-year zero in one year, f (1,2).

(d) Calculate the price for a 3-year treasury bond with par value of $1,000 and having a 5% coupon rate paid annually.