First find the Treasury Bills $($note you will need to select the link on the page to see them$)$ that mature on$,$ or closest to the dates in cells C$4$ and C$5$ of the spreadsheet. Insert their respective YTMs in cells J$4$ and J$5.$ From the Treasury Notes and Bonds Quotes, find the Notes and Bonds that mature on or closest to the dates in cells C$6$ C$23.$ For each of them, type their coupon rates into cells D$6$ D$26$ and thir prices into cells F$6$ F$23.$ If more than one Treasury can be used, choose the one which is priced closest to par value. From the data on your spreadsheet, please answer the following questions: a$.$ What is the price of a bootstrapped $2\mathrm{.}2\%($coupon rate$)10-$year Treasury Note? b$.$ What is the YTM of the Treasury Note in question a$?$ c$.$ Price a $10-$year $2\mathrm{.}2\%$ corporate bond so that it has a $50-$basis point credit spread over the Treasury note you bootstrapped. d$.$ Using the zero$-$coupon rates $($the semiannual z values$)$ that were found in the bootstrapping spreadsheet, find what the YTM would be for a previously$-$issued Treasury bond that matures in exactly two years and is currently selling at par value. e$.$ Repeat a$-$d above for a Treasury Note and a corporate bond with a $3\mathrm{.}5\%$ coupon rate. f$.$ Look at the Zero BEYs in column J$.$ They could easily be plotted into a yield curve $($you do not have to do that here $$ but you can see how it would look based on the values$).$ How would you describe the shape of this yield curve? g$.$ Based on the Unbiased Expectations Theory of the term structure, what does this yield curve tell us about investors$$ expectations over the next ten years? $$