A and B are two Treasury bonds with a maturity of 3 years and a par value of $1000. The annual coupon rate is 2% for A and is 10% for B. Suppose there are two coupon payments a year. The annualized spot rates are as follows

Years From Now	Annualized Sport Rates
0.5	5%
1	6%
1.5	7%
2	8%
2.5	9%
3	2%

1. Calculate the prices for both bonds A & B 2. Calculate the annualized YTM for both bonds A & B 3. Do bonds A & B have the same YTM, and why? 4. C & D are zero coupon bonds with a maturity of 2 years and a par value of $1000. Should bonds C & D have the same YTM? Explain. *** Show All Work ***