Assume that zero-coupon coupon yields on default-free securities are as summarized in the table. Then consider that a 2 year, default-free security with a face value of 1,000 dollars and an annual coupon rate of 6%.

1. Find the yield to maturity for this bond.

2. Find the duration of this bond.

m (years)	1	2	3	4	5
Zero-coupon YTM	5%	6%	7%	8%	9%