2. Part A. If the one-year spot rate is 5%, the two-year spot rate is 6%, and the three-year spot rate is 8%, what is the YTM on a three-year bond with a 10% coupon rate (annual coupon payments)? 2. Part B. Consider two bonds with five years until maturity and annual coupon payments (ignore the spot rates given in question 2. A.): Bond A: Coupon rate = 6% YTM = 12% Bond B: Coupon rate = 10% YTM = 8% What is the five-year spot rate?