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Consider a 5y nc 3y bond (5-year non-call 3-year bond) that is callable in 3 years and 4 years at a price of 101. It

Consider a 5y nc 3y bond (5-year non-call 3-year bond) that is callable in 3 years and 4 years at a price of 101. It pays an annual coupon of 5.70% and is currently priced at 102. What are the yields to different maturities for this bond? What is the yield-to-worst for this bond?

(Ignore the % sign in your answer. So, if your answer is 4.5276%, enter your answer simply as 4.5276) (Be precise to 4 decimals)

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