$\backslash$table$[[$Bond$,$Coupon Rate,Time$-$to$-$Maturity$],[x,8\%,3$ years$],[Y,7\%,3$ years$],[Z,6\%,3$ years$]]$

Assume the following sequence of spot rates.

$\backslash$table$[[$Time$-$to$-$Maturity,Spot Rates$],[1$ year,$8\%$