In the example we worked through in class, we had the following: Maturity 1 year zero 2 year zero 1 year zero, 1 year forward Price/$100 par 99.010 96.117 97.078 Yield 1% 2% 3.01% a. Using the 1-year zero and the forward, construct a portfolio that replicates the 2-year zero. b. Using the 2-year zero and the forward, construct a portfolio that replicates the 1-year zero. In both cases show exactly what positions you have to take in order to replicate the third security.