You have the following information on three zero coupon bonds: Bond $1$: time to maturity: $1$ year, face value $=$$$1,000,$ bond price $=$$$945\mathrm{.}21$; Bond $2$ : time to maturity: $2$ years, face value $=$$$1,000,$ bond price $=$$$887\mathrm{.}36$; Bond $3$ : time to maturity: $3$ years, face value $=$$$1,000,$ bond price $=$$$803\mathrm{.}57.$ Part A: Calculate the one, two and three year spot rates. Part B: Calculate the forward rate over the second year and the forward rate over the third year. Round to at least $2$ decimals.