Below you are given some information about several bonds:

Price		Cash Flows
T0	T1	T2	T3
$ 987.65	$ 1,000
$ 1,013.74	$ 20	$ 1,020
$ 1,046.79	$ 30	$ 30 $	1,030

Assume that these bonds are fairly priced (i.e., that they are not mis-valued), and that the intermediate cash flows for the last two bonds are annual coupons, while the final cash flows represent the sum of the last coupon payment and maturity payment.

a) Calculate the yield to maturity for each of these bonds

b) Calculate the price of three (3) equivalent risk zero coupon bonds, with $10,000 face value, with maturities of 1, 2 and 3 years