Please help multiple choice question don't have much time just need the answers will upvote!!

1) Let (0.5) and (1) be 6-month and 1-year spot rates respectively and let (1) > (0.5) > 0. What can you say about the 1-year forward rate (1)

A) (1) < 0

B) (0.5) > (1) > 0

C) (1) = (0.5)

D) (1) > (1) > (0.5) E) (1) = (1)

F) (1) > (1)

G) None of the above

2) Let (0.5) and (1) be 6-month and 1-year spot rates respectively and let (1) > (0.5) > 0. What can you say about YTM of 10% coupon bond maturing 1 year from now?

A) < 0

B) (0.5)>>0

C) = (0.5)

D) (1) > > (0.5) E) = (1)

F) > (1)

G) None of the above

3) Let (0.5) and (1) be 6-month and 1-year spot rates respectively and let (1) > (0.5) > 0. What can you say about YTM of a zero-coupon bond maturing 1 year from now?

A) < 0

B) (0.5)>>0

C) = (0.5)

D) (1) > > (0.5) E) = (1)

F) > (1)

G) None of the above