Exercise 1. (Do this problem by hand. Don't just put it in a program like Excel. I want to see your work.) Bond A is a three year zero coupon bond with par value of $1000 and price of $900. Bond B is a two year 7% coupon bond with par value of $1000 and price of $1000. Compute the yield to maturity of each. Is the yield curve upward or downward sloping? Compute the implied forward rate. Compute the duration of each. Compute the convexity of each