You have the tollowing information for 3 bonds: Bond Maturity (yrs) | Coupon Rate (%) | Yield 4.5% 2 0 55% Assume that the face value is $100 for all bonds and coupons are paid an- nually with the first coupon coming in exactly one year from now. The yield is quoted as an annual rate. (a) (10 points) What should be the price of a bond with a maturity of 3 years and coupon rate of 5% give the information above? (b) (5 points) What should be the one year forward rate between years 2 and 3