The date today is to = Jan 2018 and the prices of the discount bonds for the different maturities are as follows: ti t2 tz t4 Jan 2019 Jan 2020 Jan 2021 Jan 2022 B. 0.98717 0.96117 0.92860 0.88849 a. Construct a table showing the term structure of interest rates (i.e., calculate the spot rates for ti to ta). b. What is the forward interest rate between year 3 and 4? c. What is the price of a bond issued today (January 2018) for 4 years with a 5% coupon and a nominal of 100? A single coupon payment is made each year