If a zero coupon government strip matures in one year with a yield of 2.5% (equal to 97.5609% of the $1000 par value), with the following forward rates:

-1-year that begins in one year at 2.8%

-2-year that begins in one year at 2.9%

-1-year that begins in two years at 3%

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For this question - how would I figure out the yields for a bond (risk-free and zero coupon) that matures in two years versus one that matures in three years?

Also - how would I go about finding the current price AND the current yield-to-maturity of a risk-free bond that will mature in three years with a par value of $1000 at a coupon rate of 10%?