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1. Suppose that the term structure of interest rates is Maturity (years) Period i 0.5 1 4.8995% 1 4.8455% 1.5 4.9169% 2 4 4.9910% 2.5 5 5.0770% 6 5.1634% 3.5 7 5.2309% 4 8 5.2989% 1.5 5.3567% 5 10 5.4152% A 30-year Treasury bond was issued 28 years ago and a 10-year Treasury note was issued 8 years ago (so that they have the same final maturity). The 30-year Treasury bond pays a semi-annual coupon at a 10.625% annual rate. The 10-year Treasury note pays a semi-annual coupon at 4.25% annual rate. What is the spread between the yield-to-maturity of the two bonds? 2. Suppose that (in an instant) the yield curve had steepened as follows Maturity (years) Period i 0.5 3.1455% 1 3.5575% 1.5 3 3.9978% 2 A 4.4320% 2.5 5 4.7970% . 3 6 5.0624% 3.5 7 5.2309% 8 5.2989% 4.5 9 5.3567% 5 10 5.4152% How does the spread in the yield-to-maturity of the two coupon bonds changes