You are given the following term structure of interest rates: Length of investment in years Spot rate 3.50% 4.00% 5.50% 6.00% 6.50% 7.00% Calculate the price of a 5-year bond with annual coupons, a coupon rate of 5%, and a par value of 10,000. Write down, but do not solve, an equation that determines the annual effective yield j of this bond. You may use v to represent the discount factor associated with j