You are given the following term structure (yield curve) of interest rates: Years Annual Spot Rate 1 5.0% 2 5.7% 3 6.1% 4 6.3% You know that, two years from now (at time t = 2), you will want to purchase a two-year 10% annual coupon bond with a face value of $1,000. Find the expected price of that bond at time t = 2. (Hint: Find the implied one-year forward rate two years from now, and find the implied two-year forward rate two years from now.) I found both of the forward rates but I don't know how to integrate them.