A B C D E F G H Question 2 Below are cash flows from bonds of 1, 2, 3, and 4 semi-annual periods of maturity and $1,000 par Coupon Rates 2.5%% coupon Period (6-m) Bond 1 Bond 2 Bond 3 Bond 4 $ -995.02 $ -980.30 $ -992.72 $ 900.18 AWN - $ 1,000.00 12.50 $ 12.50 $ 1,000.00 12.50 $ 12.50 $ 1,012.50 12.50 $ 1,012.50 yield-to-maturity 1.00% 2.00% 1.50% 4.00% 1 ) What is the yield-to-maturity on bond 3 (place in the right cell). 2) Calculate the price for bond 4 that results in a 4% yield-to-maturity 3) Complete the follwing table showing YTM, spot rates and forward rates. Use the remaiander of the worksheet to make calcualtions for the table below. Bond YTM Spot Forward 1.00% 2.00% 1.50% 4.00%