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2. The yields on 1-year, 2-year and 3-year, risk-free, zero-coupon bonds are y-2%, y2=2.5% and y3=3%, respectively. a. What is the value of a 3-year, risk-free bond with a coupon rate of 4% (annual coupons) and a face amount of $1,000? b. What are the 1-year and 2-year forward rates (f: = P,/P2-1 and fz-P,/P;-1)? c. Under the expectations hypothesis, what is the expected 1-year spot interest rate 2 years from now