Consider the following bonds A$,$ B$,$ and C$,$ as well as their associated annual cashflows.

$\backslash$table$[[$Bond$,$Price Today,CF$1,$CF$2,$CF$3,],[$A$,$$$,101\mathrm{.}89,108,,],[$B$,$$$,94\mathrm{.}61,4,104,],[$C$,$$$,113\mathrm{.}19,10,10,110],[$D$,,?,5,5,105]]$

a$)$ What is the no$-$arbitrage price today for Bond D$?$

b$)$ What are the implied $1,2,$ and $3-$year spot rates? Plot them as a small yield curve. $($Any crude drawing will do if clearly labeled$).$