Bond Pricing, Duration, and Convexity 1. Using the following data, plot (graph) the corporate A-rated yield and Treasury yield curves and calculate the default premium spread (in basis points) for each instrument 2 year corporate with a yield of 3.80% and treasury with a 2.35% yield 5 year corporate with a yield of 3.90% and treasury with a 2.31% yield 10 year corporate with a yield of 4.30% and treasury with a 2.51% yield 20 year corporate with a yield of 4.90% and treasury with a 2.92% yield d) Bond Pricing, Duration, and Convexity 1. Using the following data, plot (graph) the corporate A-rated yield and Treasury yield curves and calculate the default premium spread (in basis points) for each instrument 2 year corporate with a yield of 3.80% and treasury with a 2.35% yield 5 year corporate with a yield of 3.90% and treasury with a 2.31% yield 10 year corporate with a yield of 4.30% and treasury with a 2.51% yield 20 year corporate with a yield of 4.90% and treasury with a 2.92% yield d)