Question 1: You can borrow $1 from bank and repay the loan in one payment after 1,2,3, etc. -your choice. Repayment amounts - see Table 1 (E.g., if you borrow or spot rates because loans repayments have no intermediate payments [ "coupons" ]; only one cash flow at the end of the loan. Aside: for one-year the loan rate is 5%; for two-year loan rate is calculated from : Far throu-var lnan rate ic ralrulatad fram . Ftr - Build an Excel spreadsheet that calculates this type of zero-coupon rates (annual compounding) and apply it to the data of zero-coupon loans with 1-20 Years. [See - Table 1 you to copy-paste the data into Excel from the assignment on the website. No need to copy by hand]. Graph the Annual and S/A rates: x axes- years, y axes rates. The curve is called the spot yield curve or the zero-coupon yield curve. Question 2 Using rates from Q1.1, price a bond that has Face Value of $100, pays a $20 annual coupon [first coupon payment in a year from today] and matures 4 years from today. Question 1: You can borrow $1 from bank and repay the loan in one payment after 1,2,3, etc. -your choice. Repayment amounts - see Table 1 (E.g., if you borrow or spot rates because loans repayments have no intermediate payments [ "coupons" ]; only one cash flow at the end of the loan. Aside: for one-year the loan rate is 5%; for two-year loan rate is calculated from : Far throu-var lnan rate ic ralrulatad fram . Ftr - Build an Excel spreadsheet that calculates this type of zero-coupon rates (annual compounding) and apply it to the data of zero-coupon loans with 1-20 Years. [See - Table 1 you to copy-paste the data into Excel from the assignment on the website. No need to copy by hand]. Graph the Annual and S/A rates: x axes- years, y axes rates. The curve is called the spot yield curve or the zero-coupon yield curve. Question 2 Using rates from Q1.1, price a bond that has Face Value of $100, pays a $20 annual coupon [first coupon payment in a year from today] and matures 4 years from today