Table 1 contains yields and durations for three 15-year maturity bonds. The three coupon rates for these bonds are 0%, 3.5% and 7%. + a) Which coupon rate belongs to which bond? b) What is the shape of the term-structure of spot rates underlying the valuation of these bonds? Table 1: Yield and duration for three bonds K Bond Yield Duration 12 3.50% 11.6 22 3.50% 14.82 32 3.50% 10.32