How do we find the price of this coupon bond without the spot rate?

Suppose that the prices for zero coupon bonds of maturities 1,2 , and 3 years are P1=$96.50,P2=$92,P3=$86.50. Using annual compounding, find the discount factors and spot rates (annual APRs) for maturities of 1, 2 and 3 years. Discount factors: d1=10096.5=.965,d2=10092=.92, d3=10086.5=.865 Spot rates: r1=(.9651)111=3.63%,r2=(.921)211=4.26%, r3=(.8651)311=4.95% What is the price of a coupon bond with a maturity of 3 years and annual coupon rate of 10%?2