1. Using Excel, compute the yield-to-maturity for the following bonds (report your Excel formulas and their inputs):
   1. Price = 90, Fixed Coupon Rate = 5%, Maturity = 5 years, Coupon Frequency = 1
   2. Price = 90, Fixed Coupon Rate = 5%, Maturity = 5 years, Coupon Frequency = 2
   3. Price = 90, Fixed Coupon Rate = 5%, Maturity = 5 years, Coupon Frequency = 4
   4. Do you see any differences in yield-to-maturities computed for bonds with different coupon frequencies? If so, investigate and explain the reason.