The following table summarizes pricos of various default-free zero-coupon bonds (expressed as a percentage of the face value) a. Compulo the yeld to maturity for each bond b. Plot the zero-coupon yield curvo (for the frst five years) c. Is the yold curve upward sloping, downward sloping, of flat? a. Compute the yisid to maturity for each bond: The yeld on the 1-year bond is \%. (Round to two decinal places) Data table (Click on the following icon in order to copy its contents into a spreadsheet)