Consider the following $$1,000$ par value zero$-$coupon bonds in the image:

You take the expectations hypothesis to estimate the forward rate. What is the market$$s expectation of the yield curve one year from now? Specifically, what are the expected values of next year$$s yields on bonds with maturities of $($a$)1$ year; $($b$)2$ years; $($c$)3$ years? Please do this with just Excel and that$$s it$.$