Suppose you have the following yield curve Maturity Term structure rate 0.15% 0.35 0.54 0.72 0.89 1.06 1.22 1.37 1.51 1.64 rates 6 months 1 year 18 months 2 years 30 months will Need to djusteg pe a 3 years 42 months 4 years 54 months 5 yearS You have two bonds with coupons of 4% and 10% and both bonds have a maturity of 5 years. Coupons are paid semi-annually. What are the prices and yields to maturity for each bond