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1. Assume there are four risk-free bonds with the following characteristics, where coupons are paid out once per year: Bond A B C D Current Price $925.93 $969.51 $746.91 $779.64 Time to Maturity Coupon rate 1 0 2 10 3 3 4 7 1.1. Plot the term structure of interest1 [0.8 point] 1.2. Assume there is also a 4 year bond with coupon rate of 9%. What should be its market price? [0.8 points] 1.3. Estimate the yield to maturity of the bond described in part (1.2) using the triangle method. (1.2 points] 1.4. Compute the duration of the bond described in part (1.2). [1.2 points] Activate Windows Go to Settings to activate 1. Assume there are four risk-free bonds with the following characteristics, where coupons are paid out once per year: Bond A B C D Current Price $925.93 $969.51 $746.91 $779.64 Time to Maturity Coupon rate 1 0 2 10 3 3 4 7 1.1. Plot the term structure of interest1 [0.8 point] 1.2. Assume there is also a 4 year bond with coupon rate of 9%. What should be its market price? [0.8 points] 1.3. Estimate the yield to maturity of the bond described in part (1.2) using the triangle method. (1.2 points] 1.4. Compute the duration of the bond described in part (1.2). [1.2 points] Activate Windows Go to Settings to activate