$\backslash$table$[[,$ premo:$]]$

$\backslash$table$[[,$puoq uodnoo seak$],[$Kyu$$ew $$ Ploti,$]]$

$\backslash$table$[[-,$Ojez Jeer$],[$K$$umeW $$ Pla!,$]]$

Consider the following zero$-$coupon bonds and their yields:

$\backslash$table$[[$Bond$,$Years to Maturity,YTM $(\%)],[$A$,1,6\mathrm{.}92\%$

$2$ The yield curve today is as follows:

$\backslash$table$[[3,$Maturity in years,Yield$],[4,1,5\mathrm{.}00\%$

Consider the following zero$-$coupon bonds and their yields:

$\backslash$table$[[$Bond$,$Years to Maturity,YTM $(\%)],[$A$,1,6\mathrm{.}92\%$