b. C. E-E-_ -___ -m_ All three bonds pay interest annually. Based on the given semence of spot rates. what is the price of Bond X? Based on the given sequence of spot rates. what is the price of Bond '1"? Based on the given sequence of spot rates. what is dteyield-to-maturity of Bond 2? An investor purchases a nine+year. 7% annual coupon payment bond at a price equal to par value. After the bond is purchased and before the rst coupon is received. interest rates increase to ll. The investor sells the bond after ve years. Assume that interest rates remain unchanged at all over the ve-year holding period. d. Per 100 of par value. calculate the future value of the reinvested coupon payments at the end of the holding period. Calculate the capital gain/loss per 100 of par value resulting from the sale of the bond at the end of the ve-year holding period. Assuming that all coupons are reinvested over the holding period. mlctilate the investor's ve-year horizon yield. An investor buys a 6% annual payment bond with three years to maturity. The bond has a yield-to-maturity of Eli and is currently priced at 94345806 per 100 of par. What is the band's Macaulay duration? Recommend a corporate bond issued by a company in your country and provide basic information oi this bond (such as issuer. parent company. coupon rate. coupon type. coupon frequency. redemption date. issue date, issue price, currency, minimum initial investment. etc). Calwlate the YTM oi this bound by assuming the interest rate is the riskwfree rate in your country. Analyze the interest rid: of holding this bond- Analyze the credit risk of this bond using the knowledge we learned in the class. such as Four Cs (Capacity. Collateral. Covenants. and Character). sovereign risk and bond rating