want typed answer please.

Q3. You observe the yields of the following Treasury securities (all yields are shown on a bondequivalent basis): All the securities maturing from 2 years on are selling at par. The 1-year security is a zerocoupon instrument. Answer the questions below. Coupons are assumed to be paid once a year. a. Calculate the missing spot rates. What do you observe? b. What should the price of a 5% ten-year Treasury security be (with face value $100)? c. Find all the associated forward rates. d. Explain how you would proceed if you were asked to use the above yield curve to find the price of a riskier bond. Q3. You observe the yields of the following Treasury securities (all yields are shown on a bondequivalent basis): All the securities maturing from 2 years on are selling at par. The 1-year security is a zerocoupon instrument. Answer the questions below. Coupons are assumed to be paid once a year. a. Calculate the missing spot rates. What do you observe? b. What should the price of a 5% ten-year Treasury security be (with face value $100)? c. Find all the associated forward rates. d. Explain how you would proceed if you were asked to use the above yield curve to find the price of a riskier bond