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Problem4 You are analyzing yield spreads between corporate and government bonds. The following two corporate bonds X and Y are now being considered, which both have a face value of 100 yen and annual coupon payments. Bond Term to Maturity Coupon Rate Rating 5 years 5 vears 4% 2% 107.00 97.00 Now the following spot rate curve is observed in the government bond market. (Assume a yearly compounding convention.) Year Spot Rates 2 3 4 5 0.5% 1.0% 1.5% 2.0% 2.5% Ignoring taxes and fees, answer the following questions. (a) You consider a hypothetical government bond #x which has the same condition (coupon and term to maturity) as corporate bond X. Then compute the theoretical price of this hypothetical government bond #x based on the spot rates observed in the government bond market. (b) The resulting price obtained in (a) can be considered as the theoretical price of corporate bond