Hello guys. I would really appreciate it if someone could help me with this question. :)

Wishing you a happy easter! Thank you!

1. Given the benchmark annual Par Curve shown below, calculate the spot and forward rates for each period. Maturity (yrs) 1 Par Rate 3.0% 4.0% 2 3 5.0% a) Calculate the spot rates for each period. b) Calculate the 1-year forward rates for each period. c) Use the forward rates calculated above to value a 3-year 1% annual coupon bond from the same issuer. Show the expected value of the bond at the end of each year in your calculation