The table below summarizes prices (per $100 face value) of various default-free, zero-coupon bonds (expressed as a percentage of face value): a. Compute the yield to maturity for each bond. b. Plot the zero-coupon yield curve (for the first five years). c. Is the yield curve upward sloping, downward sloping, or flat? Maturity Face value $100.00 (vears) Price 1 $95.51 2 $91.05 3 $86.38 4 $81.65 5 $76.51 a. Compute the yield to maturity for each bond. YTM 1-year bond YTM 2-year bond YTM 3-year bond YTM 4-year bond YTM 5-year bond b. Plot the zero-coupon yield curve (for the first five years). c. Is the yield curve upward sloping downward sloping, or flat? The yield curve is: Requirements 1. Start Excel - completed. 2. In cells E19:E23, by using cell references and the function RATE, calculate the yield to maturity for the bonds with maturity 1:5 years, respectively (5 pt.). Note: Do not enter any value for the Guess argument of the function RATE. 3. In cells C27:F38, insert a Line with Markers Chart to show the zero-coupon yield curve for the first five years