Please do part D and E only. Thank you!

Question 3: The following Table shows the cash flows of different fixed-income assets and their prices. CF2 CF3 CF1 100 Asset 1 2 3 Price 98 97 102 100 2 2 102 a. where CF1, CF2, CF3 refer to cash flows in year 1, 2, and 3, respectively. Assume there are no arbitrage opportunities, i.e. the no-arbitrage condition holds. Calculate the 1-year interest year for each period that you can lock in today. That is, calculate: the 1-year spot interest rate from 0 to 1 (yo(1)). [1 point] b. the 2-years spot interest rate from 0 to 2 (yo(2)). [1 point] the 3-years spot interest rate from 0 to 3 (yo(3)). [1 point] d. the 1-year forward rate from 1 to 2 (fi(1)). [2 points] the 1-year forward rate form 2 to 3 (f2(1)). [2 points] Hint: Start by deriving the 1- year, 2-year and 3-year spot rate. Points: This question is worth 7 points. c. e