I would like to compute the value of a call within a callable bond

- The callable bond is a 3-year bond, coupon is 1,5%
- Available rates in the exercice are par rate, spot rate, and one-year forward

The formula in the book states : value of a call = value of a bond straight – value of a callable bond. So we should compute both the value of the bond straight and value of callable to find the value of the call

But my question is : in the answer, **spot rates** are used to compute the value of the bond straight and **one-year forward** are used to compute the value of the callable : why do not we use the same rates for the straight and callable bond?

*NB: also, I am wondering on a related issue: when should we use par rate to compute the value of a bond ? and why par rates are not the same as spot rates here in the table ?*

Thank you very much!