Problem 64 The table below summarizes prices (per $100 face value) of various default-free zero-coupon bonds (expressed as a percentage of face value): a. Compute the yield to maturity for each bond. b. Plot the zero-coupon yield curve (for the first five years). c. Is the yield curve upward sloping, downward sloping, or flat? Face value 100.00 Maturity (years)Priee S 95.51 S 91.05 S 8638 4 S 81.65 S 76.51 5 a. Compute the yield to maturity for each bond. YTM 1-year bond YTM 2-year bond YTM 3-year bond YTM 4-year bond YTM 5-year bond b. Plot the zero-coupon yield curve (for the first five years) 6-4 b. Plot the zero-coupon yield curve (for the first five years) e. Is the yield curve upward sloping, downward sloping, or flat? The yield curve is: quirements 1 In cell range E19:E23, by using the RATE function and cell references, calculate the yield to maturity for the bonds with maturity 1:5 years, respectively. (5 pt.). In cell range C27:F38, by using Line with Markers, plot the zero-coupon yield curve for the first five years with the maturity in years (cell range CI1:C15) on the horizontal axis and the YTM in percentage (cell range E19:E23) on the vertical axis. Use the following labels: title: Yield Curve, horizontal axis label: Maturity (years) and vertical axis label: YTM. (3 pt.) In cell E42, type either upward sloping, downward sloping, or flat depending on the shape of the yield curve (1 pt.). 3