You have observed the following three zero-coupon bonds issued by the government. All bonds have a face value of $1,000. Year Zero-coupon bond price $ 990.10 1 Spot rate (yield rate) S1 S2 S3 2 $ 961.17 3 $ 915.14 Questions: 1. Please calculate the 1-year, 2-year, and 3-year spot rates based on the bond prices. 2. Please calculate the 1-year forward interest rates: f1,2 and f2,3, respectively