Q7. We consider the following zero-coupon curve: (a) What is the yield-to-maturity (YTM) of a 5-year bond with 6% coupon rate and annual coupon payment? (b) Suppose that the zero-coupon curve increases uniformly by 0.25% immediately after the bond specified in (a) is purchased. What should be the new price and the new YTM of this bond? Also calculate the unrealized profit/loss due to this sudden change in the zero-coupon curve