need help with these 2 can you show workings ?

Suppose that we see the following yield curve: Year Par yield 1 4% 21 69 3 4 89 10% What is the price of 3-year zero coupon bond with a par value of $1,000? $751.31 $794.10 $793.83 None of the above answers is correct QUESTION 8 If the 1-year annual spot rate is 6.390% and the annual forward rate between year 1 and 2 implied by the yield curve is 8.740%, then the 2.year annual spot yield should be approximately equal to: 8.000% 7.559% 8.740% 7.765%