Assume that all Treasury bonds are highly liquid and free of default risk. Two-year and five-year Treasury bonds both yield 11.2 percent. The real risk-free rate, r*, is 3 percent. Inflation is expected to be 9% in Year 1, 6% in Year 2, and 4% thereafter. What is the difference in the maturity risk premiums (MRPs) on the two bonds (MRP on five-year bond less MRP on two-year bond)? 2.0% None of the answers shown is correct. 1.8% 3.0% 2.1%