A spot rate (of a certain horizon) is the YTM of a zero-coupon Treasury security (of matching maturity). True False Question 2 2 pt Consider a corporate bond with a face value of $1,000. 2 years to maturity and a coupon rate of 5%. Coupons are paid semi-annually. The next coupon payment is to be made exactly 6 months from today. What is this bond's price assuming the following spot rate curve. 6-month spot rate: 3.6% 12-month: 5%. 18-month: 5.5%. 24-month: 5.8%. Assume semi-annual compounding. Round your answer to the nearest cent (2 decimal places). 0.05 Question 3 2 pt Consider a corporate bond with a face value of $1,000, 2 years to maturity and a coupon rate of 6%. Coupons are paid semi-annually. The next coupon payment is to be made exactly 6 months from today. What is this bond's YTM assuming the following spot rate curve. 6-month spot rate: 4%. 12-month: 5% 18-month: 5.5%. 24-month: 8%. Assume semi-annual compounding. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. 0.0503