(20 points, 10 points each) True or False. State whether the last sentence is true or false. No explanations are necessary; the grade will be based on the answer only. For both problems, take the setting where the current one-year rate is 3% and the current two-year rate is 4% (both EAR). (i) The yield-to maturity of a two-year annual 5% coupon bond will be slightly more than 4%. (Note: you may compute the exact yield-to-maturity to answer this question, but you should be able to answer without doing this.) (ii) A two-year 3% annual coupon bond will trade below par. Note: you may compute the exact yield-to- maturity to answer this question, but you should be able to answer without doing this.)