Consider the table below, which outlines a variety bonds with different maturities, coupon rates $($if

any$),$ and yield that is required by the bond.

$($a$)$ Assume that the par value of the bond is $$1,000$ and pays coupon payments semi$-$annually. Cal$-$

culate the PV $($price$)$ of each bond.

$($b$)$ Plot the yield and maturity of the bonds from the table above. What does the yield curve imply

in this case? Explain and discuss in detail.