Given the following yield curve: (a) If i5F=4.7%, find i4S. [3] (b) Find the price per $1,000 face amount for a 3-year zero coupon bond. Leave your answer to the nearest cent. [3] (c) Find the price per $1,000 face amount for a 3-year annual coupon bond with a 3% annual coupon rate. Leave your answer to the nearest cent. (d) Find the at-par yield for an annual coupon bond with face amount $1,000 that matures in 3 years. Leave your answer to the nearest cent. (e) Without performing any computations, describe what happens to the yield to maturity for a 3\% annual coupon bond maturing in 3 years compared to the yield to maturity for a 6% annual coupon bond maturing in 3 years. [3] Given the following yield curve: (a) If i5F=4.7%, find i4S. [3] (b) Find the price per $1,000 face amount for a 3-year zero coupon bond. Leave your answer to the nearest cent. [3] (c) Find the price per $1,000 face amount for a 3-year annual coupon bond with a 3% annual coupon rate. Leave your answer to the nearest cent. (d) Find the at-par yield for an annual coupon bond with face amount $1,000 that matures in 3 years. Leave your answer to the nearest cent. (e) Without performing any computations, describe what happens to the yield to maturity for a 3\% annual coupon bond maturing in 3 years compared to the yield to maturity for a 6% annual coupon bond maturing in 3 years. [3]