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? The yield on the 1-year bond is \%. (Round to two decimal places.) The yield on the 2-year bond is \%. (Round to two decimal places.) The yield on the 3-year bond is \%. (Round to two decimal places.) The yield on the 4-year bond is \%. (Round to two decimal places.) The yield on the 5-year bond is \%. (Round to two decimal places.) b. Plot the zero-coupon yield curve (for the first five years). The following graph is the zero-coupon yield curve: (Select the best choice below.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.)