Consider the following bonds with par value $100. Use these bonds to calculate the yield curve from 6 months to 2 years using two different methods regular yield-to-maturity formula and bootstrapping. Compare the two yield-curves obtained from the two methods. Why are they different?

b) Consider the following bonds with par value $100. Use these bonds to calculate the yield curve from 6 months to 2 years using two different methods - regular yield-to-maturity formula and bootstrapping. Compare the two yield-curves obtained from the two methods. Why are they different? Bond Coupon Rate Coupon Years to Price Payments Maturity Semi-annually 0.5 $96.15 0% Semi-annually | 1 $92.19 8.5% Semi-annually 1.5 $99.45 9% Semi-annually 2 $99.64 0% b) Consider the following bonds with par value $100. Use these bonds to calculate the yield curve from 6 months to 2 years using two different methods - regular yield-to-maturity formula and bootstrapping. Compare the two yield-curves obtained from the two methods. Why are they different? Bond Coupon Rate Coupon Years to Price Payments Maturity Semi-annually 0.5 $96.15 0% Semi-annually | 1 $92.19 8.5% Semi-annually 1.5 $99.45 9% Semi-annually 2 $99.64 0%