7. Bond A is a 1-year Treasury bond of $1000 par value and has an annual coupon rate of 2%. Bond B is a l-year Treasury bond of $1000 par value and has an annual coupon rate of 20%. Bond Cis a 1-year Treasury STRIPS of $1000 par value. Below is the current spot rate curve. Assume semi-annual coupon payment and semi-annual compounding. (10 points) Years from Now Annual spot rates 0.5 2% 1 (a) (b) Use the spot rates to price bonds A, B, and C. What is the annual YTM for bonds A, B, and C? Do they have the same YTM and why