This Question: 1 pt 15 of 30 (6 complete) This Test: 30 pts possible Suppose you are given the following information about the default-free, coupon-paying yield curve: 1 2 3 4 Maturity (years) Coupon rate (annual payment) YTM 0.00% 2.045% 11.00% 4.564% 4.00% 5.953% 14.00% 5.258% a. Use arbitrage to determine the yield to maturity of a two-year zero-coupon bond. b. What is the zero-coupon yield curve for years 1 through 4? Note: Assume annual compounding. a. Use arbitrage to determine the yield to maturity of a two-year zero-coupon bond. The yield to maturity of a two-year, zero-coupon bond is %. (Round to two decimal places.) b. What is the zero-coupon yield curve for years 1 through 4? The yield to maturity for the three-year and four-year zero-coupon bond is found in the same manner as the two-year zero-coupon bond. The yield to maturity on the three-year, zero-coupon bond is %. (Round to two decimal places.) The yield to maturity on the four-year, zero-coupon bond is %. (Round to two decimal places.) Which graph best depicts the yield curve of the zero-coupon bonds? (Select the best choice below.) O A. OB Zero-Coupon Bond Yield Zero-Coupon Bond Yield 87 Q Click to select your answer(s)