Only Question 3 please with some work

Year R(APR, m=1) Rc 1 0.0600 0.0583 2 0.0650 0.0630 3 0.0700 0.0677 Question 2 3 pts Suppose you are given the following term structure of spot rates stated as APR with annual compounding (m=1). Please fill in the second column containing the price of a $1 par zero coupon bond, P(0,t). You must enter price in dollars and cents rounded to the nearest hundreth of a cent, as in '0.9624: Do not type a $' symbol. Year R(APR, m=1) P(0,t) 1 0.0600 $ 0.9434 2 0.0650 3 0.0700 $ Question 3 3 pts Suppose you are given the following term structure of spot rates stated as APR with annual compounding (m=1). Please fill in the second column containing the equivalent annual compounded forward rates, r(t, t2). You must enter rate in decimal form including leading zero, rounded to the nearest basis point, such as '0.0234'. Year R(APR, m=1) r(t1, tz) 1 0.0600 2 0.0650 3 0.0700