hi guys if i could get a solution with the relevant formula would be really appreciated

An investor observes the current market prices of three bonds. All of them have a face value of $100. Bond A is a one-year zero coupon bond and has price $95.24. Bond B has two years to maturity and has a coupon rate of 3% per annum. Its price is $99.94. Bond C has three years to maturity, an annual coupon rate of 4% and a current price of $105.58. All coupons are paid annually, and all bonds have zero probability of default. From the prices of the bonds, derive the one, two and three year spot interest rates in the economy. Also derive the set of implied forward interest rates in the economy