I need this please detailed as possible.

The following bonds (with face values 100) are traded in a market: Bond Maturity Coupon Price A 2 years 4% 96.37 B 2 years 5% 98.21 3 years 6% 100.81 a. Determine the spot rates 11, 12, 13. b. A coupon bond with coupon rate 5% and maturity of 3 years is traded at price 100. Is this price consistent with the spot rate curve determined in (a) or ist there an arbitrage opportunity? Explain! If yes, explain how you can generate an arbitrage promfit. How many units of each bond do you have to trade? What are the cas flows in each period? c. What is the yield to maturity of the bond in (b)