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The 1-year forward rates for transactions beginning at time 2 are f, where fo 0.04, 0.75, 0.09 Calculate the followine a) the one year, two year and three year spot rates b) the two-year forward rate beginning at time t 1; and c) the price per E 100 nominal of a bond which pays annual coupons of 6% and is redeemed at 105% in 3 years time (o) 4%, 5.7355%, 6.8127% b) 82465% c) f102.22)