2. Please review the data in the table (all rates are effective annual rates with a periodicity of one) and answer the following questions and show your calculations (20 points): Time Period Forward Rate Oyly 0.80% lyly 1.12% 2yly 3.94% 3yly 3.28% 4yly 3.14% - The 3-year implied spot rate is closest to 1.18% 1.94% 2.28% - The value (per 100 of par) of a 2-year, 3.5% coupon bond with interest payments paid annually, is closest to 0 101.58 O 105.01 105.82