I came across the following problem on bonds:
Suppose we are given the following term structure of annual effective yield rates for zero coupon bonds: $(1, 2 \%)$, $(2, 6 \%)$, $(3, 7 \%)$, and $(4, 7 \%)$ where the ordered pairs are of the form $(\text{time to maturity}, \text{yield rate})$.
Find the yield to maturity for a $4$ year bond with face and redemption amount $100$ and annual coupons at rate $10 \%$.
Now the price of the bond is the present value of the coupons plus the present value of the redemption amount. This comes to be $110.60$. Using this price, how do I get the yield to maturity using the above information?