please answer Q2C only!!! based on whats citcled above

Q1. Consider the following par bond (ie coupon rateryield and bond priced at par). Assume annual coupons. Q1a. what is 1 year, 2 year, and 3yeardiscountfactors? Q2b. what is the 1 year, 2 year, and 3 year spot rates (3 points)? Q2c. what is the 1 year forward rate starting in 1 year and 2 years respectively? ( 3 points?) (hint: this is asking for implied one year rate b/w 1y and 2y and b/w year 2 and year 3 )