I. Suppose you are given the following information about (default) risk-free yields Maturity (years) Coupon Rate (annual coupons) Yield-To-Maturity 1. Use a no arbitrage condition to determine the yield-to-maturity of a two-year, zero-coupon bond. 090 10% 8% 896 12% 2% 3.9% 5.85% 6.5% the yield-to-maturity Specify the zero-coupon yield curve for years 1 through 4? [HINT: Using the yields on the 3 year coupon bond, and 1 & 2 year zero coupon bonds, solve for the yield on the 3 year zero coupon bond nt with an absence of arbitrage opportunities; then use the same logic to find the 4 r coupon yield.]