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The following table summarizes prices of various default-free zero-coupon bonds (expressed as a percentage of the face value) 3 a. Compute the yield to maturity for each bond b. Plot the zero-coupon yield curve (for the first five years) c. Is the yield curve upward sloping, downward sloping, or flat? a. Compute the yield to maturity for each bond The yield on the 1-year bond is 1% (Round to two decimal places) The yield on the 2-year bond is 1% (Round to two decimal places) The yield on the 3.year bond is % (Round to two decimal places) The yield on the 4-year bond is % (Round to two decimal places) The yield on the 5-year bond is % (Round to two decimal places) 1 Data table (Click on the following icon in order to copy its contents into a spreadsheet) Maturity (years) 2 Price (per $100 face value) $96.93 $92 56 $88.04 3 4 $83.18 5 $78.10 Print Done Pet the zero coupon yold curve for the first the years) The town graph is the more coupon yeld Curve Select the best choice below OB YIELD CURVE YIELD CURVE od 70 GO 55 Mounty 30 21 25 31 200 Matury c. Is the yield curve upward sloping, downward sloping, or flat? (Select from the drop-down menu) The yield curve is