Problem $1$: Connecting the Dots

Interest $($spot$)$ rates are at $r_1=6\%$ and $r_3=10\%$ for maturities of one and three years, respectively. The forward rate for one year, one year from now $(f_{1,1})$ is $10\mathrm{.}04\%.$

Price a one$-$year zero coupon bond with face value $$800.$

Price a two$-$year zero coupon bond with face value $$1,000.$

Price a three$-$year coupon bond with face value $$500$ and coupon rate $c=8\%.$

Is the yield$-$to$-$maturity of the $3-$year bond $($in Q$3)$ above, below or exactly $8\%?$