I need help to understand the steps to solving this. Not the answer itself. See below

You have the following incomplete information on yields, forward rates from time t-1 to t, and prices (risk-free, zero-coupon bonds with face amount $100):

Maturity Yield Price Forward Rate

1 P1=98.00

2 f2=2.50%

3 y3=2.50%

Given this information, what is the price of a 3-year, 5%, annual-pay, coupon bond with face amount $1,000?(Please fill in the table as well.)