Consider a five-year, default-free bond with annual coupons of 5% and a face value of $1,000 and assume zero-coupon yields on default-free securities are as summarized in the following table: Maturity 1 year 4.00% 2 years 4.30% 3 years 4.50% 4 years 4.70% 5 years 4.80% Zero-Co upon Yields a. What is the yield to maturity on this bond? b. If the yield to maturity on this bond increased to 5.20%, what would the new price be? a. What is the yield to maturity on this bond? The yield to maturity on this bond is %. (Round to three decimal places.) b. If the yield to maturity on this bond increased to 5.20%, what would the new price be? The new price would be $ (Round to the nearest cent.)