Please help in calculating a "yield curve" for your colleagues! We have the following market data: We have a 1-year-maturity zero coupon bond with a price of 97.087 and the face value of 100 . We have a plain vanilla coupon bond maturing in 2 years with a price of 103.349, an annual coupon of 5 and a face value of 100. Finally, we also have a second plain vanilla coupon bond maturing in 3 years with a price of 106.604, an annual coupon of 6 and a face value of 100 . 1) What is the 1-year spot rate based on these terms? 2) What is the forward rate for the 2 nd year? 3) What is the forward rate for the 3rd year