The current price of $1 par of a zero maturing at time 2 is $0.90
The current price of $1 par of a zero maturing at time 3 is $0.84
c) What is the 3-year spot rate?
d) What is the dollar duration of $1 par of the 3-year zero?
e) What is the dollar convexity of $1 par of the 3-year zero?