4. 30 Points. Suppose that up to maturities of ten years, the spot curve is increasing: r(t+.5)r(t) for t=.5,1,,10. Consider the following securities, each of which we hold F=1 face. - X1 : a zero-coupon bond with maturity 10 years. - X2 : an annuity with maturity 5 years and payment A2. - X3 : an annuity with maturity 10 years and payment A3. - X4 : a coupon bond with maturity 10 years and coupon q4. Order these securities by yield to maturity from lowest to highest