Today, January 1st, 2020, you have access to the following information concerning some Treasury Bonds. Their face value is 1000 and they all pay coupons on December 31st of each year.

Bond	Maturity
A	31/12/2022	3%
B	31/12/2024	10%
C	31/12/2024	6%

You know the following spot rates: r01 = 4,5%, r02 = 4,2%, r03 = 4,0%, r04 = 4,5% e r05 = 5%. a) Represent graphically the yield curve and briefly explain its shape. b) Without making any computation, estimate absolute values for the yield to maturity of bonds A, B and C. Explain the rationale for your estimation. c) Now assume that on January 1st, 2021, the yield curve will be exactly the same as on January 1st, 2020. What will be the return offered by bond B from January 1st, 2020 to January 1st, 2021?