The following table summarizes prices of various default-free zero-coupon bonds (expressed as a percentage of the face value) 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? \begin{tabular}{lccccc} Maturity (years) & 1 & 2 & 3 & 4 & 5 \\ \hline Price (per $100 face value) & $95.48 & $91.01 & $86.34 & $81.45 & $76.43 \\ \hline \end{tabular}