The one-year forward rates at times 0 and 1 are 6.1%, 6.5% per annum effective, respectively. The 3-year bond which pays annual coupons in arrears of 6% and is redeemable at par is bought to yield 6.3% per annum effective. Under the no-arbitrage assumption, calculate the 3-year spot rate and the 1-year forward rate over the 3rd year.