You have estimated spot rates as follows n-5.60%, r2 . 6 00%, r.. 6.30%, 4-6.50%-5-6.60%. a. What are the discount factors for each date (that is, the present value of $1 paid in year 102 (Do not round intermediate calculations. Round your answers to 3 decimal places.) 947 0-year bond; and (ii) b. Calculate the PV of te following S1.000 bonds assuming an annual coupon and maturity of : (i) 56%, two-year bond; (ii) 5.6%, f 10.6%, five-year bond (Do not round intermediate calculations. Round your answers to 2 decimal places.) Present Value 560%, five-year bond 10.60%, five-year bond c. What should be the yield to maturity on a five-year zero-coupon bond? (Do not round intermediate calculations. Enter your answer as a percent rounded to 1 decimal place.) Yield to maturity