a. Compute the yield to maturity for each bond. b. Plot the zero-coupon yield curve (for the first five years). c. Is the yield curve upward sloping, downward sloping, or flat? a. Compute the yield to maturity for each bend. The yield on the 1-year bond is \%. (Round to two decimal places.) The yield on the 2 -year bond is \%. (Round to two decimal places.) The yield on the 3 -year bond is \%. (Round to two decimal places.) The yield on the 4-year bond is \%. (Round to two decimal places.) The yield on the 5 -year bond is \%. (Round to two decimal places.) b. Plot the zero-coupon yield curvo (for the first five years). The following graph is the zero-coupon yieid curve: (Select the best choice below.) a. Compute the yield to maturity for each bond. b. Plot the zero-coupon yield curve (for the first five years). c. Is the yield curve upward sloping, downward sloping, or flat? c. Is the yield curve upward sloping, downward sloping, or flat? (Select from the drop-down menu.) The yield curve is