Please help me answer the following screenshot. This is the entire question as provided by the professor.

3. We see the following yield curve for discount, or zerocoupon, bonds. Maturity Yield to Maturity 1 year 6% 2 years 7% 3 years 8% (a) If the fair price for a four year annuity paying $100 per year is $334.57, what is the yield to maturity on a four year zeroicoupon bond? (b) Suppose that you wish to lock in a loan in the amount of $20 million in year 2 to be repaid in year 3 (cash received in year 2 and interest plus principal returned in year 3). What pattern of discount bond holdings could you use to construct this loan now? That is, you will be buying and selling different bonds. How many bonds of what maturity will you buy? How many bonds of what maturity will you sell? (c) What is the implied forward rate between year 2 and year 3