Suppose the interest rate on a one-year bond today is \(6 \%\) per year, the interest rate on a one-year bond one year from now is expected to be \(4 \%\) per year, and the interest rate on a one-year bond two years from now is expected to be \(3 \%\) per year. The term premium on a two-year bond is \(0.5 \%\) per year and the term premium on a three-year bond is \(1.0 \%\) per year. In equilibrium, what is the interest rate today on a two-year bond? On a three-year bond? What is the shape of the yield curve?