Please show work

Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: 0.96656 (1-year), 0.92420 (2-year), 0.87605 (3-year). Compute r0(1,3), the implied forward rate for a loan made at the end of year 1 and maturing at the end of year 3.

a. 5.04% (correct)

b. 5.17%

c. 5.50%

d. 4.58%

e. 5.37%