answer all parts to the questions

The following table summarizes prices of various default-free zero-coupon bonds (expressed as a percentage of the face value) Maturity (years) 2 Price (per $100 face value) $96.03 $91.61 $86.99 $82.17 a. Compute the yield to maturity for each bond b. Plot the zero-coupon yield curve (for the first five years). c. Is the yield curve upward sloping, downward sloping, or flat? $77.12 a. Compute the yield to maturity for each bond, The yield on the 1-year bond is %. (Round to two decimal places.) The yield on the 2-year bond is %. (Round to two decimal places.) The yield on the 3-year bond is % (Round to two decimal places.) The yield on the 4-year bond is % (Round to two decimal places.) The yield on the 5-year bond is % (Round to two decimal places.) b. Plot the zero-coupon yield curve (for the first five years). The following graph is the zero-coupon yield curve: (Select the best choice below.) , YIELD CURVE YIELD CURVE 70 701 ods os 6.5 6,54 0.0 6.04 55 554 50 50 Yield to Maturity (%) 45 Yield to Maturity (96) 240 940 35 35 30 30 25 25 201 20+ Maturity (years) Maturity years) c. Is the yield curve upward sloping, downward sloping, or flat? (Select from the drop-down menu.) The yield curve is