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6. Given the following table be'ow for the Par Bond Yield Curve, lind the following Note that the 1-year Bond is also a Zero Coupon Bond in addition to baing a 1 -year Coupon Bond. The Par Value for these bonds are all $100. Thus. you are ghen the 1-year Spot Rate is 2 th to start things ofl free. Note all these bonds are US Treasury Bonds with no crecit of defaut risk. a. What is the Coupon flate, Veld to Maturity Current Yield for the 3-year Par Bond. b. Find the Spot Rates for 2-yoar, 3-year, and 4-year Zero Coupon Bonds. c. Find ail the possible forward rales along this yield curve. d. Assume an investment House is willing to offer Zero Coupon Bonds priced at Spot Rates that can be calculated trom the Par Bond Yield Curve: In addition, someone offered you simple loan (same as a Zero) of 1 million dollars 4 yoars at a Spot Rate of 3%. Explain how to take advantage of this ofler. (You might want to look up the concept of Stripping Cocpon Bonds to mako Zeros.) 0. Given the following table below for the Par Bond Yeke Curve, thd the foliowing. Note than the 1-year Bond is also a Zero Coupon Bond in addition to being a 1 year Coupon Bond. The Par Yaloe for these bands are all 5100 . Thus, you are given the 1-year Sgot Pate is zh, to start things off thee. Note at these bonds are US Treasury Bends with no credit or dafauit isk. a. What is the Coupon Pate, Yield to Maturity Current Yield tor the 3-year Par Bond. b. Find the Spor Rates for 2-year, 3-year, and 4-year Zero Coupon Bonda. c. Find all the possible forward rates along this yield curve. d. Assume an Investment House is willing to offer Zero Coupon Bonds priced at Spos Pates that can be calculated from the Par Bond Yield Curve. In addition, someone oflored you simple loan (same as a Zeco) of 1 million dollars 4 years at a Spot Rate of 3\%s. Explain how te take advantage of this offet: (You might want to look up the concopt of Stipping Coupon Bonds to make Zeros