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Consider US. government coupon bonds with maturity t = 1, 2, 3 with face value of $100, paying annual coupons plus the coupon and face at ma- turity. Suppose the one-year bond pays annual coupon of $10 and sells at time 0 for $80. Suppose the two-year bond pays annual coupon of $30 and sells at time 0 for $90. Suppose the three-year bond pays annual coupon of $40 and sells at time 0 for $110. The bond cash ows can be summarized in the following matrix 110 30 40 A = 0 130 40 0 0 140 with inverse 0.0091 0.0021 0.0020 A1 : 0 0.0077 0.0022 0 0 0.0071 1. (10) Find the zero prices