So confused as to what formulas to use?

Use the U.S. Treasury Zeros to calculate the forward interest rates for years 2 and years 3. F_2 = _____._____ % F_1 = _____._____ % The US. Treasury Zeros to calculate the discount factor (v) for years 1 2 and 3. The discount factor is the present value, or price, of one dollar delivered at a future date. v_1 = $_____._____ v_2 = _____._____. v_3 = _____._____ A three-year $1000 par bond has a coupon rate of 5% paid annually. Use the discount factors from question two to value this stream of cash. $ _____._____