$\backslash$tab

The following table shows the yields on zero$-$coupon bonds with different maturities:

$\backslash$table$[[$Term$,1$ year,$2$ years,$3$ years$],[$Interest rate,$5\mathrm{.}00\%,4\mathrm{.}80\%,4\mathrm{.}60\%$le$[[$YTM$,1,2,3],[,5\mathrm{.}80\%,5\mathrm{.}60\%,5\mathrm{.}40\%$