We consider three zero-coupon bonds (strips) with the following features: Bond Bond 1 Maturity (years) 1 2 3 Price 96.43 92.47 87.97 Bond 2 Bond 3 Each strip delivers $100 at maturity. 1. Extract the zero-coupon yield curve from the bond prices. 2. We anticipate a rate increase in one year so the prices of strips with residual maturity year, years and 3 years are respectively 95.89, 90.97 and 84.23. What is the zero-coupon yield curve anticipated in one year