Using the excel table given, I need help answering the following questions. Thanks!

How would you describe the shape of the yield curve you created in this case study? How would an inverted yield curve be different and what might that indicate about the market and economy?

What is the difference between coupon rates and yield to maturity, and how do these differences impact bond prices?

Why are long-term bond prices more volatile than short-term bond prices?

How might the yield to maturity change for an organization in the event of a credit upgrade or downgrade by rating agencies?

Fixed income securities are generally considered less volatile than equity securities. Why do high-yield bonds more closely resemble equity volatility?

Clipboard Styles A1 X fi A B D E 3 Price YTM Coupon (%) Maturity (Years) 4 102.50 0.73% 0.0325 1 5 106.84 1.74 0.0525 2 6 107.02 2.06% 0.0450 3 7 98.86 3.00 0.0275 8 5 7 108.91 3.54% 0.0500 9 97.65 4.04 0.0375 10 10 104.93 4.38% 0.0475 20 11 102.32 4.36 0.0450 30 12 94.96 4.24% 0.0400 50 13 14 15 16 17 18 19 20 21 22 23 24 25 Sheet1 Clipboard Styles A1 X fi A B D E 3 Price YTM Coupon (%) Maturity (Years) 4 102.50 0.73% 0.0325 1 5 106.84 1.74 0.0525 2 6 107.02 2.06% 0.0450 3 7 98.86 3.00 0.0275 8 5 7 108.91 3.54% 0.0500 9 97.65 4.04 0.0375 10 10 104.93 4.38% 0.0475 20 11 102.32 4.36 0.0450 30 12 94.96 4.24% 0.0400 50 13 14 15 16 17 18 19 20 21 22 23 24 25 Sheet1