Only Part 3 (A3) please

A1. Consider the following $100 par value risk-free, zero-coupon bonds. A1a. What is the 1 -year forward rate 3 years from now? A1b. If the expectations hypothesis is correct, what is the market's expectation of the one-year interest rate three years from now? A1c. If you believe liquidity preference theory are expected future rates higher or lower or equal to the forward rate? A2. Suppose you face the yield curve observed in question A1. What is the value of a risk-free 6% annual coupon paying bond with 4 years to maturity and a face value of $100 ? A3. Please refer to the zero-coupon rates in question A1. Suppose you would like to invest $1K in one year from time 1 to time 3 , but you would like to guarantee the rate you could get on that Loan today at a rate of 7.258%. Assume no traded forwards exist, how can you lock in the interest rate today