Please solve for all the parts of the question and I will rate your answer with a thumbs up. Thank you.

= Q1-Let rt denote the spot rate at period t, where t is measured in years. Suppose r 5%, r2 = 5.4%, r3 = 5.7%, r4 = 5.9%, and r5 6% respectively. 1. What are the discount factors for each date (must find the present value of $1 paid in year t)? (5 pts.) 2. How much would you pay for a two-year bond with face value of $1,000 paying annual coupons @r= 5%? (5 pts.) 3. How much would you pay for a five-year bond with face value of $1,000 paying annual coupons @s = 5%? (5 pts.) 4. How much would you pay for a five-year bond with face value of $1,000 paying annual coupons 10%? (5 pts.) 5. Determine if the yield to maturity on the 10% bond is higher or lower than on the 5% bond ( assume a five-year bond). (5 pts.) @r= 6. Given the information in the problem, what rate would you use to discount a five-year zero- coupon bond? (5 pts.) 7. What is the yield to maturity on a five year annuity? (5 pts.)