(s1,s2,s3,s4,s5)=(y%,3%,3.5%,(y+0.5)%,5%) It is given that the forward rate f2,4=3.8%. Find, to 3 significant figures, (1) the value of y (2) the price of a 4-year zero-coupon bond with face value $100, and (3) the yield of a 2-year bond with face value $100 that pays 4% coupons annually and can be redeemed at a price of $105