The following table summarizes prices of various default-free zero-coupon bonds ( $100 face value): \begin{tabular}{lccccc} Maturity (years) & 1 & 2 & 3 \\ \hline Price (per $100 face value) & $96.32 & $92.00 & $87.40 & $8.51 \end{tabular} 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? Note: Assume annual compounding