Need help with this finance homework. Please show work in Excel. Thanks!

The term structure of interest rates (i.e., spot rates) currently looks like this:

1-year 3%

2-year 4%

3-year 5%

4-year 6%

A 4-year bond with a $1,000 par value pays a coupon rate of 5.25%. Payments are made annually. Assume that we know that investors do not expect interest rates to rise in the future. In other words, investors expect that the term structure at any point in the future will look actually the way it looks right now. Suppose an investor buys this bond today, receives the first coupon payment in a year, and then immediately sells the bond at the end of the year. Is their expected return on this investment greater than 3%, equal to 3%, or less than 3%.