$\backslash$table$[[$The Table below calculates the one$-$year real rate of return for coupon bonds with maturities ranging from one year to $25$ years. Each of the bonds has a Face Value of $$10,000.$ Suppose interest rates were originally at $7\%$ at the beginning of year t when the bonds were purchased, and then rose to $10\mathrm{.}5\%$ at the end of one year. If each bond is held for only one year, use the coupon bond formula to calculate values for the blank cells in the table. Note that Pt corresponds to $7\%$ interest rate for the formula, and Pt$+1$ corresponds to $10\mathrm{.}5\%$ interest rate. Pt$+1$ is calculated from one year ahead, so use one period less $($i$.$e$.$ n$-1)$ maturity when calculating Pt$+1.(42$ marks$)],[$Maturity in years,$\backslash$table$[[$Annual$],[$Coupon$]],\backslash$table$[[$Initial Price$],[($Pt$)]],$Price Next Year $($Pt$+1),$Capital Gain $($ g$\%),$ Rate of Part $1$: Calculate the purchase price $($Pt$)$ for the $15-$year bond:

Part $2$: Calculate the sale price $(Pt+1)$ for the $5-$year bond:

Part $3$: Calculate the sale price $(Pt+1)$ for the $1-$year bond:

Part $4$: Calculate the capital gain $($ g $)$ on the $15-$year bond:

Part $5$: Calculate the real rate of return $($RRET$)$ on the $15-$year bond:

Part $6$: Calculate the real rate of return $($RRET$)$ on the $5-$year bond:

Part $7$: Calculate the real rate of return $($RRET$)$ on the $1-$year bond:

Inflation $(\%),\backslash$table$[[$Real Rate of$],[$Return $(\%)]]],[15,536\mathrm{.}536,,5,873\mathrm{.}594,,1\mathrm{.}6,],[5,467\mathrm{.}896,8,988\mathrm{.}239,,-9\mathrm{.}629,1\mathrm{.}6,],[1,440\mathrm{.}44,9,757\mathrm{.}421,,0,1\mathrm{.}6,]]$

Note: Include the negative sign in your table data where appropriate. Do not include the dollar sign, percent sign, or commas separating $1000$s$.$ Round to three $(3)$ decimal places unless otherwise stated. $(21$ marks$)$