Can someone please answer this?? I don't know what is missing in this? Please let me know in the comments what is missing so I can add that to the question. Thanks

Bond Pricing, Duration, and Convexity 1. Using the following data from Sept. 14, 2020, plot (graph) the corporate A-rated yield and Treasury yield curves and calculate the default premium spread (in basis points) for each instrument. a) 2 year corporate with a yield of 3.40% and treasury with a 0.14% yield b) 5 year corporate with a yield of 3.60% and treasury with a 0.26% yield c) 10 year corporate with a yield of 3.90% and treasury with a 0.67% yield d) 20 year corporate with a yield of 4.80% and treasury with a 1.41% yield 2. Find the prices for the Treasuries in problem 1 given the following coupon information. a) 2-year Treasury has a 0.13% coupon b) 5-year Treasury has a 0.26% coupon 10-year Treasury has a 0.63% coupon d) 20-year Treasury has a 1.38% coupon Figure 1 Example Corp A and Treasury Yield Curves 6.0% 5.0% Yield to Maturity 4.0% 3.0% 2.0% 1.0% 0.0% 0 07 10 15 20 25 Time to Maturity Treasury Corp. A