I need help with this problem. Thanks

1. (20 pts) You are given the following selected values from a yield curve: A five-year $1,000 par value bond has an annual coupon rate of 6%. Maturity 1-year 2-year 3-year 4-year 5-year Spot Rates 4.25% 4.75% 5.25% 5.75% 6.25% A. Calculate the one-year forward rate, starting in 2 years. B. Calculate the price of the bond. C. Determine the yield to maturity of the bond