A 5-year Treasury bond has a 3.15% yield. A 10-year Treasury bond yields 6.55%, and a 10-year corporate bond yields 9.25%. The market expects that inflation will average 3.75% over the next 10 years (IP10 = 3.75%). Assume that there is no maturity risk premium (MRP = 0) and that the annual real risk-free rate, r*, will remain constant over the next 10 years. (Hint: Remember that the default risk premium and the liquidity premium are zero for Treasury securities