Table $1$: Bond data for Problem $1\mathrm{.}4.$ All bonds pay coupons every six months.

$\backslash$table$[[$Bond principal,Maturity,Coupon,Bond price$],[$$$100,1$ Y$,3\mathrm{.}50\%,98\mathrm{.}739],[$$$100,2$ Y$,4\mathrm{.}00\%,98\mathrm{.}009],[$$$100,5$ Y$,4\mathrm{.}50\%,96\mathrm{.}477],[$$$100,10$ Y$,4\mathrm{.}75\%,93\mathrm{.}210]]$

$3$

I

Problem $1\mathrm{.}4$

Compute the bond yields for the four bonds in Problem $1\mathrm{.}3.$