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Work out in detailsThanks! 1 Treasury Bonds Term-structure of Interest Rates 2 Code Coupon Maturity (years) Face value Maturity (years) Zero-Coupon Yields 3 GSBC17 6.00

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1 Treasury Bonds Term-structure of Interest Rates 2 Code Coupon Maturity (years) Face value Maturity (years) Zero-Coupon Yields 3 GSBC17 6.00 0.50 100 0.50 1.742% 4 GSBM 17 4.25% 1.00 100 1.00 1.607% 5 GSBA18 5.50% 1.50 100 1.50 1.709% 3.25% 2.00 100 2.00 1.577% 6 GSBS18 7 GSBE19 5.25% 2.50 100 2.50 1.62801 300 100 300 1.572% 8 GSBS19 2.75% 350 100 3.50 4.50% 1.641% 9 GSBG20 1.75% 400 100 400 1.641% 10 GSBU20 450 100 4.50 11 GSBI21 5.75% 1.377% 5.75% 5.00 100 5.00 1.884 12 GSBM22 5.50% 550 100 5.50 13 GSBG23 1.979% 600 100 6.00 14 GSBG24 2.75% 2.065% 3.25% 6.50 100 6.50 1.794 15 GSBG25 4.25% 700 100 700 16 GSBG26 2.150% 750 100 7.50 2.148% 4.75% 17 GSBG27 2.75% 800 100 8.00 18 GSBU27 2.253% 2.25% 8.50 100 8.50 19 GSBI28 2.233% 3.25% 900 100 9.00 20 GSBG29 2.041% 950 100 9.50 21 GSBG33 4.50% 2.709% 1000 100 10.00 22 GSBK35 2.75% 2.848% 23 GSBG37 3.75% 1050 100 10.50 2.961% 325 11.00 100 11.00 24 GSBK39 3.077%

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