Please show work and formulas please

Spot Interest Rates The price of a one-year strip is 97.56%, the price of a four-year strip is 87.48%. Given the following treasury bonds below, calculate the spot and forward interest rates. Put your final answers in the highlighted areas. Show your work in the current worksheet. Assume that bonds pay annual coupons, for simplicity. Tip: Use Bond Aand B to replicate the cashflows of a five-year strip. Bond Maturity (years) Coupon Price (%) 92.89 97.43 105.42 Price Year 1 Year 2 Year 3 Year 4 2 Bond A Bond B Bond C Year 5 102 103 3 3 w 105 u Correct! 10,2= Correct! am 2.50103% 2.80000% 3.09817% 3.40000% 3.60000% f1,2= f2,3= SWN 2.50000% 3.10000% 3.70000% 4.30000% 4.40000% in Spot Interest Rates The price of a one-year strip is 97.56%, the price of a four-year strip is 87.48%. Given the following treasury bonds below, calculate the spot and forward interest rates. Put your final answers in the highlighted areas. Show your work in the current worksheet. Assume that bonds pay annual coupons, for simplicity. Tip: Use Bond Aand B to replicate the cashflows of a five-year strip. Bond Maturity (years) Coupon Price (%) 92.89 97.43 105.42 Price Year 1 Year 2 Year 3 Year 4 2 Bond A Bond B Bond C Year 5 102 103 3 3 w 105 u Correct! 10,2= Correct! am 2.50103% 2.80000% 3.09817% 3.40000% 3.60000% f1,2= f2,3= SWN 2.50000% 3.10000% 3.70000% 4.30000% 4.40000% in