a (Excel) Use the IRR function in Excel to calculate the YTM on the following two bonds. a. 10 year 7% Annual Coupon bond with a price of 103.75 b. 15 year 6% Annual Coupon bond with a price of 92.25 B (Excel) Value the following bonds given the Treasury Spot Curve below: 5 year 3% Annual Coupon Treasury Bond d. 5 year 10% Annual Coupon Treasury Bond c. 10,1 = 4.00% 10,2=4.75% r0,3 = 5.20% 10,4 = 5.65% ro,s=5.95% C (Excel) Calculate the YTM on each of the two bonds in question #B. Comment on the effect of the Coupon Rate on the YTM. D (Excel) Using the Spot rates from #B above, calculate the annual coupon rate needed on a five year bond so that the bond would have a price of par. ($100). E (Excel) Using each of the 5 year Bonds in #B above, assume that spot rates remain the same for the next year (next year the one year spot rate is 4.00% ...) Calculate the expected return you would earn from Carry Roll on each bonds using this assumption if you held them for a one year period (Do not forget to include the coupon you receive in one year.) 10,1 = 4.00% 10,2=4.75% r0,3 = 5.20% 10,4 = 5.65%