Use the following information to answer Questions $1-4$

You are given:

$0(1)=3\%,0(2)=3\mathrm{.}5\%0(3)=4\%.$

The volatility of interest rates is equal to $0.$ Compounding is annual and each period is one year.

$1.$ Bond A is a $3-$year $5\%$ coupon bond with a face value of $$1,000,$ callable at par at times

$=1$ and $=2.$ Find the price of Bond A at time $=0.$

$2.$ Bond B is a $3-$year $5\%$ coupon bond with a face value of $$1000,$ callable at par at time

$=2$ only. Find the price of Bond B at time $=0.$

$3.$ Bond C is a $3-$year $3\%$ coupon bond with a face value of $$1000,$ putable at par at times

$=1$ and $=2.$ Find the price of Bond C at time $=0.$

$4.$ Bond D is a $3-$year $3\%$ coupon bond with a face value of $$1000,$ putable at par at times

$=0,$ and $=1$ and $=2.$ Find the price of Bond D at time $=0.$