Question 4 (6 points) You are working as Fixed Income Analyst, and you would like to use term-structure techniques to price corporate bonds. You are given the following term structure: Forward rate Years 1 2 Spot rate 5.0 % 6.0 % = f2 = f3 3 6.5 % c) You are trying to price a $1000 (face value) corporate bond using the term- structure above. The bond is a 15-year bond with 3 years left to maturity. The annual coupon rate is 7%. You can assume that the bond has just made a coupon payment and has 3 coupon payments left and exactly 3 years to maturity