Problem $1$: Interest $($spot$)$ rates are at $6\%$ and $10\%$ for maturities of one and three years, respectively. The forward rate for one year, one year from now $($f$1,1)$ is $12\mathrm{.}08\%.1.$ Price a one$-$year zero coupon bond with face value $$800.2.$ Price a two$-$year zero coupon bond with face value $$1,000.3.$ Price a three$-$year coupon bond with face value $$500$ and coupon rate c $=8\%.4.$ Is the yield$-$to$-$maturity of the $3-$year coupon bond in $(3)$ above, below or exactly $8\%?$