7. We consider the following zero-coupon curve: I 2 3 4 5 Maturity (years) Zero-coupon rate (%) 4.00 4.25 4.75 4.90 5.00 a. What is the yield to maturity (YTM) of a 5 year bond with 6% coupon rate and annual coupon payment? You are required to solve this problem using R and/or Python via Newton-Raphson/bisection method. b. Suppose that the zero-coupon curve increases uniformly by 0.25% immediately after the bond specified in (a) is purchased. What should be the new price and the new YTM of this bond? Using the results obtained in Q6 or otherwise, calculate also the unrealised profit/loss due to this sudden change in the zero-coupon curve. 7. We consider the following zero-coupon curve: I 2 3 4 5 Maturity (years) Zero-coupon rate (%) 4.00 4.25 4.75 4.90 5.00 a. What is the yield to maturity (YTM) of a 5 year bond with 6% coupon rate and annual coupon payment? You are required to solve this problem using R and/or Python via Newton-Raphson/bisection method. b. Suppose that the zero-coupon curve increases uniformly by 0.25% immediately after the bond specified in (a) is purchased. What should be the new price and the new YTM of this bond? Using the results obtained in Q6 or otherwise, calculate also the unrealised profit/loss due to this sudden change in the zero-coupon curve