Use the following information as your starting point. There are five notes and one bond. Theoretical $($not based on actual rates$)$ on$-$the$-$run Treasury yields for a $\frac{1}{15}\frac{?}{24}$ settlement date are given with the maturities. Assume each security is priced at par.

$\backslash$table$[[$Note$/$Bond$,$Maturity,Yield$/$Coupon$],[2-$ Year Note,$\frac{1}{15}\frac{?}{2026},4\mathrm{.}00\%$