Homework key – Week 4 1.(20 points) Suppose a 2-year 7% coupon-paying bond is priced at par, and a 1-year zero (maturing at $100) is priced at $95.238095238. What is the implied 2-year zero rate? What is the implied one-year zero rate, one year from now? (Use discrete discounting (see QRPM section 3.2). You will need to use a calculator. These bonds have annual coupon periodicities.) 2.(30 points) Get the 250 days of 2019 US Treasury yield curve data from FRED using this code: import qrpm_funcs as qf #qrpm_funcs.py is in Assignments in NYU Classes import numpy as np #FRED codes for US Treasury constant maturity rates seriesnames=['DGS1MO','DGS3MO','DGS6MO','DGS1','DGS2','DGS3','DGS5','DGS7','DGS10','DGS20','DGS30'] maturities=qf.TenorsFromNames(seriesnames) dates,prices=qf.GetFREDMatrix(seriesnames,startdate='2019-01-02',enddate='2019-12-31') #remove no-data periods nobs, t = len(dates), 0 while t