4. Consider the following pure discount bonds with face value $1,000: Maturity Price 952.38 898.47 847.62 799.64 754.38 (a) Find the spot rates and draw a yield curve. (b) Assume that there is a constant liquidty premium that is equal to 1% across all maturities. Find the forward rates and the expected one period future interest rates. Suppose now that the current one-period interest rate is 5% and that the markets expects future one period interest rates to decline by %0.5 per year. (c) Assume first that the liquidity premium is constant at 1%. Draw a graph with the spot yield curve, the forward rates curve and a curve showing expected future one-period interest rates. (d) Assume next that the liquidity premium increases by 0.5% per year from initially being 1%. Draw a graph with the spot yield curve, the forward rates curve and a curve showing expected future one-period interest rates