All rates should be calculated to $3$ decimal places in $\%,$ the discount factors to $5$ decimal places $($e$.$g$.0\mathrm{.}98765)$ and the bond prices to $3$ decimal places

The following are the prices for US Treasury on$-$the$-$run bonds for the closing of $1$st March $2024($the bond prices are the clean prices and they have been converted to decimals from the published $1/32$ format$)$:

Term Maturity Issue Date Coupon Price

$2$y $28/02/202628/02/20244\mathrm{.}625\%100\mathrm{.}191$

$3$y $15/02/202715/02/20244\mathrm{.}125\%99\mathrm{.}469$

$5$y $28/02/202928/02/20244\mathrm{.}250\%100\mathrm{.}441$

$7$y $28/02/203128/02/20244\mathrm{.}250\%100\mathrm{.}381$

$10$y $15/02/203415/02/20244\mathrm{.}000\%98\mathrm{.}575$

You are also given the following information:

$-$ The face value of the bonds is $$100.$

$-$ All bonds are semi$-$annual coupon bonds.

$-$ Ignore weekends for the coupon payment dates $($e$.$g$.$ for the $2-$year bond, they are $28$th February and $28$th August each year$).$

$-$ Accrued interest $=$ coupon rate $\backslash$times face value $\backslash$times N$1/365,$ where N$1$ is the number of days between the issue date and the quote date $(1$st March $2024),$ exclusive of the day of issue date. $($E$.$g$.$ for the $2-$year bond, N$1=2$ days$).$ For year $3$ N$1=15,$ for year $5$ N$1=2,$ for year $7$ N$1=2$ and for year $10$ N$1=15$

$-$ Both the zero$-$coupon rates and the yield$-$to$-$maturity $($YTM$)$ should be computed as semi$-$annually compounding rates.

$-$ For coupon bonds, the YTM is the rate Y that solves,

where DP is the dirty price, C is the coupon rate, T is the maturity in full numbers $($e$.$g$.$ T $=10$ for the $10-$year bond$),$ N$2$ is number of days between the quote date and the first coupon date, and N$3$ is number of days in the first coupon period $($e$.$g$.$ for the $2-$year bond, N$2=180$ days and N$3=182$ days$).($a$)$ Compute the yield$-$to$-$maturity of all the on$-$the$-$run bonds. You may use the Excel spreadsheet function $$Data $->$ What$-$if$-$Analysis $->$ Goal Seek$$ to find the YTMs$.$