Hi, could someone please solve these questions? I also need you to show your work for the steps. Thanks All! Please only solve if you will show steps.

For the following questions, use the data in the table below: Bond Name Coupon Rate Years to Maturity Price Face Value 10 T-Note A 3.5% 1116.12 1000 T-Note B 8% 8 1450.74 Zero Coupon 0% 30 313.88 1000 1000 Bond 49% 30 1017.59 1000 1. Calculate the yield to maturity (TM) of each bond 2. Assume the yield to maturity on each bond increases immediately by 1%. What are the new prices for each bond? What are the percentage price changes experienced by each bond? What does that tell you about the relative riskiness ofthe bonds? 3. Assume the yield to maturity does not change again during the year. What will be the price of each bond one year later? What are the percentage price changes experienced by each bond? What does that tell you about the relative riskiness of the bonds