Suppose you are given the following information about the default-free, coupon-paying yield curve: Maturity (years) Coupon rate (annual payment) YTM 1 0.00% 1.385% 2 8.00% 3.768% 3 4.00% 6.124% 4 14.00% 5.265% a. Use arbitrage to determine the yield to maturity of a two-year zero-coupon bond. b. What is the zero-coupon yield curve for years 1 through 4? Note: Assume annual compounding. a. Use arbitrage to determine the yield to maturity of a two-year zero-coupon bond. The yield to maturity of a two-year, zero-coupon bond is 8.00%. (Round to two decimal places.) b. What is the zero-coupon yield curve for years 1 through 4? The yield to maturity for the three-year and four-year zero-coupon bond is found in the same manner as the two-year zero-coupon bond. The yield to maturity on the three-year, zero-coupon bond is %. (Round to two decimal places.) The yield to maturity on the four-year, zero-coupon bond is%. (Round to two decimal places.) Which graph best depicts the yield curve of the zero-coupon bonds? (Select the best choice below.) OA OB Zero-Coupon Bond Yield Zero-Coupon Bond Yield 8- 7- 6- 6- Yield To Maturity Yield To Maturity 1- Click to select your answer(s)