4. Using Excel or your favcrite software: (a) A 5year Treasury newly imued on February 15., 21321 would have a coupon equal to the 5year par coupon and would have been priced at par. Conrm that your par coupon results in a par price for this bond. (b) Calculate the l5month forward rates for all the cashow dates of your 5year bond. Conrm that a 5year oating rate bond with coupons equal to the forward rates prices at par. (c) Consider the case where the Federal Reserve increases rates in a way that results in an increase ofall forward rates by 200 basis points: i. Recalculate the price of the xedrate bond using the par coupon you calcu lated in part 4(a) above. Note that the discount factors will have changed because of the parallel shift in the forward curve. Briey explain the price change or lack thereof. ii. Recalculate the price of the 5year oating-rate bond. Briey explain the price change or lack thereof. [d] A security known as an interestmtg map can be modeled as a portfolio consisting of either [i] a long position in a oatingrate bend and a short position in a xed rate bond {a payer swap] or [ii] a long position in a xedrate bond and a short position in a oatingrate bend {a receiver swap].l Briey explain: a The price of the swap when the swap is created a How changes in the yield curve after the swap is created result in dianges to the swap price