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the bond matures in 4 years, 6 months 1. What is the implied interest rate (also known as the "yield") on these two bonds, expressed as the effective annual rate? 2. What do the differences in interest rates tell you about the two companies? 3. Now assume that your fund buys both of these bonds today. You expect that interest rates will rise to 10% for both bonds in 2 years. If you sell at the end of 2 years (right after the coupon payment for Bond Y ), what is the return on your investment, expressed as the effective annual rate? 4. Now assume that you are back at time 0 and have purchased Bond Y. What is your return if Company Y goes bankrupt in year 3 and you receive $300 as part of the bankruptcy liquidation instead of $1,000 ? (Assume Company Y makes all of the coupon payments and that the $300 payment occurs at the same time as the second year 3 coupon payment.) 5. Now assume that you are back at time 0 and have purchased both bonds. Both companies perform on their debt (i.e. they make all of the coupon and principle payments). If you hold both bonds until maturity, what is your return for each bond, respectively? 6. BONUS QUESTION: What is the yield, expressed as an effective annual interest rate, of the following bonds? Assume there are 360 days in a year for the sake of simplicity. Bond X: A zero coupon bond with a face value of $1,000 and 7 years and 325 days remaining that is selling for $560 Bond Y: A 6% coupon bond with a face value of $1,000 selling for $650 with coupon payments made every 6 months. The next coupon payment is in 125 days, and there are 9 total coupons remaining. This project's deliverable is your excel file in which you clearly label the result of your calculations for each part of the problem. Please upload this file into TCU Online BEFORE THE DE.ADLINE