Problem 6.7 The yield to maturity on 5% annual coupon bonds maturing at 1,000 par at maturity is given as follows: Terny/Maturity (years) lyield to maturity 6.0 % 6.5 % 7.0 % 2 Calculate the corresponding 1, 2 and 3 year spot rates so(1), so(2), so(3)