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Assume that a bond will make payments every six months as shown on the following timeline (using six-month periods): a. What is the maturity of the bond (in years)? b. What is the coupon rate (as a percentage)? c. What is the face value? Your company currently has $1,000 par, 7% coupon bonds with 10 years to maturity and a price of $1,082. If you want to issue new 10 -year coupon bonds at par, what coupon rate do you need to set? Assume that for both bonds, the next coupon payment is due in exactly six months. You need to set a coupon rate of \%. (Round to two decimal places.) The current zero-coupon yield curve for risk-free bonds is as follows: What is the price per $100 face value of a four-year, zero-coupon, risk-free bond? The price per $100 face value of the four-year, zero-coupon, risk-free bond is $ (Round to the nearest cent.) The above table shows the yields to maturity on a number of one-year, zero-coupon securitie What is the credit spread on a one-year, zero-coupon corporate bond with a B rating? A. 3.1% B. 2.5% C. 3.7% D. 4.3%