Problem #2: Excel's Solver utility can also find an optimum solution involving more than one variable. We will use Solver to find the best fit of a straight line yield curve for some bond prices (more information on Solver is available in the previous assignment, or in the online tutorial) You are to calibrate a straight line yield curve where by finding appropriate values for yo and m. The valueM) is the semiannually compounding bond yield, or IRR. for a bond of maturity t The yield curve is to be the best straight-line fit for the following four bonds Bond has face value $100 and a term of i year with semiannual coupons of 6% and a price of $101.51 Bond 2 has face value $100 and a term of 1.5 year with semiannual coupons of 8% and a price of $103.31 Bond 3 has face value $100 and a term of 2 year with a semiannual coupon of 5% and a price of $97.98 Bond 4 has face value $100 and a term of 5 year with a semiannual coupon of 7% and a price of $96.58 Create a spreadsheet with headings similar to the following A. Coupon Frequency Model price Market price Difference squared Term Yield Face $100 100 $100 100 -v-0 +m* B7 =(G7-H7)^2 1.5 0+m B8 ccomputed as given> computed> as given> computed>