Use the semi-annually compounded yield curve below, price the following securities:

Use the semi-annually compounded yield curve below, price the followingsecurities:a) Plot the zero/spot/yield curve.b) 5-year zero coupon bondc) 7-year coupon bond paying 15% semiannuallyd) 4-year coupon bond paying 7% quarterlye) 3 ¼-year coupon bond paying 9% semiannuallysee the attached3) Use the same yield curve in 2). Consider two bonds, both with 7 years tomaturity, but with different coupon rates. Let the two coupon rates be 15%and 3%.a) Compute the prices and the yields to maturity of these coupon bonds.b) How do the yields to maturity compare to each other? If they are different,why are they different? Would the difference in yields imply that one is abetter “buy” than the other?