You have the following information on three zero coupon bonds: Bond $1$: time to maturity: $1$ year, face value $=$ $$1,000,$ bond price $=$ $$969\mathrm{.}87$; Bond $2$: time to maturity: $2$ years, face value $=$ $$1,000,$ bond price $=$ $$950\mathrm{.}12$; Bond $3$: time to maturity: $3$ years, face value $=$ $$1,000,$ bond price $=$ $$897\mathrm{.}63.$ 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.