Let r1 and r2 be two spots rates of a one year coupon bond and a two year coupon bond respectively. F is the face value, P is the price, and coupon payments of amount c at a 2 yr-bond. Then P = c/(1+r1) + (c+F)/(1+r2)^2. Show that the yield y is in between r1 and r2 in the equation P = c/(1+y) + (c+F)/(1+y)^2.