When calculating the yield to maturity, we've been told to use Newton Raphson numerical method through a couple of iterations. Could you please show me how that works in relation to part b?

Consider the following spot interest rates that are quoted on a nominal p.a. basis assuming interest compounds semi-annually (ie. they are 2(2) interest rates). % p.a. Term (Years) 0.5 1.0 1.5 2.0 4.875180 5.031182 5.234408 5.448436 (a) Use these spot rates to calculate the value of a 6.75% bond paying semi-annual coupons maturing in two years time with a face value of $100. (b) Calculate the yield to maturity on this bond for the price calculated above