The following table summarizes prices of various default$-$free zero$-$coupon bonds $($expressed as a percentage of the face value$)$:

$\backslash$table$[[$Maturity $($years$),1,2,3,5,],[$Price $($per $$100$ face value$),$$$96\mathrm{.}32,$$$91\mathrm{.}93,$$$87\mathrm{.}36,$$$82\mathrm{.}57,1]]$

a$.$ Compute the yield to maturity for each bond.

b$.$ Plot the zero$-$coupon yield curve $($for the first five years$).$

c$.$ Is the yield curve upward sloping, downward sloping, or flat?

a$.$ Compute the yield to maturity for each bond.

The yield on the $1-$year bond is $\%.($Round to two decimal places.$)$