Question 5 (6 marks) For a given term structure, you are given the following information about two bonds that are re- deemable at par and have face amount $100, and coupons payable semi-annually. Bond 1: Coupon rate 4% per year, price $85.12 Bond 2: Coupon rate 10% per year, price $133.34 Find the yield-to-maturity for a 10-year zero coupon bond. (Note that there is no need to find the redemption value for the zero coupon bond. Also, since there is a term structure, you are dealing with spot rates. Think about which spot rate does the yield-to-maturity for a 10-year zero coupon bond correspond to.)