please answer both and show steps.

if possible can you show the step with tmv function for finanical calculator for example FV=100

N=

i=

Pv=

pmt=

thank you!

for #4 question is

A bond with 5 years remaining until maturity is currently trading for 101. The bond offers a 6%

coupon rate with interest paid semiannually. The bond is first callable in 3 years, and is callable

thereafter on coupon dates according to the following schedule

ch3+(p2)+homework+(fin+4500,+f19,+zaidi) coupon rate with interest paid semiannually. The bond is first callable in 3 years, and is callable thereafter on coupon dates according to the following schedule: End of Year Call Price 3 102 4 101 5 100 What is the bond's annualYTM? a. What is the bond's annual yie ld-to-first call? b. What is the bond's yield-to-second-call? C. d. What is the bond's yield -to-worst call? A two-year floating-rate note pays 6-month Libor plus 80bps. The floater is priced at 97. Current 6- 5. month Libor is 1%. Assume a 30/360 day-count convention and evenly spaced periods. Calcu late the discount margin for the floater in basis points (bps)