Current Treasury Yield Curve:

Maturities: Current Yields:

$3$ month $5\mathrm{.}0\%$

$6$ month $4\mathrm{.}7\%$

$12$ month $4\mathrm{.}1\%$

$2$ year $3\mathrm{.}6\%$

$5$ year $3\mathrm{.}5\%$

$10$ year $3\mathrm{.}7\%$

$30$ year $4\mathrm{.}0\%$

U$.$S$.$ Treasury that matures in exactly $5$ years:

Current Price

Yield to maturity

Coupon Rate $4\mathrm{.}0\%$

Par Value: $$100\mathrm{.}00$

What should the yield to maturity be for this U$.$S$.$ Treasury above that has a $4\%$ coupon and matures in exactly $5$ years?

Indicate your answer by referencing the correct cell$($s$)$ above:

Given the current yield for $5-$year Treasury notes, how could you model and calculate the current price for this $4\%$ coupon Treasury?

Please use formulas and cell references to show your work and rationale: