The following table lists the annual spot rates for the next 4 years:

Time (years)	Rate (%)
1	2.56
2	3.35
3	4.02
4	5.80

1. Under these conditions, what would be the forward price of a 2 year $100 zero coupon bond to be issued 2 years from now?

This problem is essentially the same as the previous one, except that we state things in terms of forward prices of zero coupon bonds instead of forward rates.

2. Under these conditions, what would be the yield to maturity on a 2 year risk free bond paying a 6.02% annual-payment coupon?

3. Under these conditions, what 3 year spot rate?