The following Table shows the cash flows of different fixed-income assets and their prices. Asset CF1 ($) CF2 ($) CF3 ($) 1 Price ($) 98 97 100 2 100 3 102 2 2 102 CF1, CF2, CF3 refer to cash flows in year 1, 2, and 3, respectively. Assume there are no arbitrage opportunities, i.e. the no-arbitrage condition holds. Calculate the 1-year interest year for each period that you can lock in today. That is, calculate: a. the 1-year spot interest rate from o to 1 (y.(1)). [0.5 point] b. the 2-years spot interest rate from 1 to 2 (y.(2)). [0.5 point] c. the 3-years spot interest rate from 2 to 3 (y.(3)). [0.5 point] d. the 1-year forward rate from 1 to 2 (fi(1)). [1.5 point] e. the 1-year forward rate form 2 to 3 (f2(1)). [1.5 point] [Please provide all steps and calculations.]