X2. We consider the following zero-coupon curve: a. What is the yield to maturity (YTM) of this bond? You are required to solve this problem using R and/or Python via Newton-Raphson/bisection method. Maturity (years)2 Zero-coupon rate (%)4.00 4.25 4.75 4.90 s b. Suppose that the zero-coupon curve increases uniformly by 0.25% immediately after the bond specified in (a) is purchased. What should be the new price and the new YTM of this bond? Using the results obtained in Xi or otherwise, calculate also the unrealised profit/loss due to this sudden change in the zero-coupon curve X2. We consider the following zero-coupon curve: a. What is the yield to maturity (YTM) of this bond? You are required to solve this problem using R and/or Python via Newton-Raphson/bisection method. Maturity (years)2 Zero-coupon rate (%)4.00 4.25 4.75 4.90 s b. Suppose that the zero-coupon curve increases uniformly by 0.25% immediately after the bond specified in (a) is purchased. What should be the new price and the new YTM of this bond? Using the results obtained in Xi or otherwise, calculate also the unrealised profit/loss due to this sudden change in the zero-coupon curve