Use excel spreadsheet to provide answer to this problem.

Imagine you are at the end of 2015. The data file 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 flows 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.