the question is on the screen shot, please check thx

6. Visit the U.S. Department of the Treasury website4 for latest treasury yields and their historical values. Make sure you select Daily Treasury Yield Curve Rates. (a) What are the treasure yields on September 25, 2019? Draw the term structure of interest rate for the same day. (b) What are the prices of a 28day, 91day, and 182day Tbill on that day? Assuming $100 face value. [Hint: you should be able to calculate the Tbill price using the quoted yield. But pay special attention to the yield quoting convention for treasury securities] (c) Given these quoted yields, can you calculate the prices for the 2-year note, 5year note, 10year note, and 30year bond, assuming all of them pay 7% coupon and have face value of $100? Explain why? (d) Now assume that these yields are calculated from zero coupon treasury securities, repeat (c) if you can. If you still cannot calculate these prices, explain Why. Treasury quoting convention is assumed. Repeat (a) for July 17, 2000. Compare term structures from (a) and (e), how do they differ? AAA 0Q lhCD VVV Use the interactive tool found here5, how does the term structure usually look like in the sample period from 2000 to 2019? How many major stock market recessions can you identify? Do you notice any abnormal behavior of term structure before market crashes