Homework: homework 5 Save HW Score: 66.67%, 4 of 6 pts Question Help y 000 2 3 Score: 0 of 1 pt 5 of 6 (4 complete P6-25 (similar to) Suppose you are given the following information about the default-free, coupon paying yield curve: Maturity (years) 1 Coupon rate (annual payment) 0.00% 11.00% YTM 2.932% 4,865% a. Use arbitrage to determine the yield to maturity of a two-year zero-coupon bond b. What is the zero-coupon yield curve for years through 4? Note: Assume annual compounding a. Use arbitrage to determine the yield to matunty of a two-year zero-coupon bond. The yield to maturity of a two-year, zero coupon bond is % (Round to wo decimal places.) 4.00% 6384% 15.00% 6.085% rect: 0 Enter your answer in the answer box and then click Check