Question: Intro There are two bonds that have a face value of $100 and pay annual coupons. Their times to maturity (in years) are: t1 =

Intro There are two bonds that have a face value of $100 and pay annual coupons. Their times to maturity (in years) are: t1 = 1 and t2 = 2. The coupon values are: C1 = 3% and C2 = 6%. Their yields to maturity are: y1 = 5% and y2 = 8%. | Attempt 3/10 for 10 pts. Part 1 What is the spot rate for year one? 3+ decimals Submit - Attempt 1/10 for 10 pts. Part 2 What is the spot rate for year two? 3+ decimals Submit

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