Imagine you are at the end of 2015. The data _le treasuries.txt contain the price, year of maturity, and coupon rate for 18 U.S. treasury bonds, each with a face value of $1000. Assume, for simplicity, that all coupon payments are annual and on the same day (the last day of each year). The cash ows from these bonds span 2016 to 2026. Assuming annual compounding, compute the spot-rate term structure for the years 2016-2026 using the quadratic programming model discussed in class. Submit the results of your optimization model in table form and a plot of the term structure of interest rate. Do your calculation in Excel NO COUPON 1 2 0 0 3 4 5 7 8 9 10 11 12 13 14 PRICE MATURITY 98.41 2016 98.47 2016 99.56 2016 97.23 2017 99.12 2017 94.01 2018 99.07 2018 93.02 2018 90.66 2019 100.48 2019 98.44 2019 83.84 2020 107.06 2022 73.27 2023 96.71 2024 1.87 0 1.625 2.75 2.25 0 2.858 3.375 2.625 0 5 0 15 3.625 16 17 100.47 2024 62.73 2026 4.25 0 18 148.12 2026 9.875 Imagine you are at the end of 2015. The data _le treasuries.txt contain the price, year of maturity, and coupon rate for 18 U.S. treasury bonds, each with a face value of $1000. Assume, for simplicity, that all coupon payments are annual and on the same day (the last day of each year). The cash ows from these bonds span 2016 to 2026. Assuming annual compounding, compute the spot-rate term structure for the years 2016-2026 using the quadratic programming model discussed in class. Submit the results of your optimization model in table form and a plot of the term structure of interest rate. Do your calculation in Excel NO COUPON 1 2 0 0 3 4 5 7 8 9 10 11 12 13 14 PRICE MATURITY 98.41 2016 98.47 2016 99.56 2016 97.23 2017 99.12 2017 94.01 2018 99.07 2018 93.02 2018 90.66 2019 100.48 2019 98.44 2019 83.84 2020 107.06 2022 73.27 2023 96.71 2024 1.87 0 1.625 2.75 2.25 0 2.858 3.375 2.625 0 5 0 15 3.625 16 17 100.47 2024 62.73 2026 4.25 0 18 148.12 2026 9.875