Click here to read the eBook: The Determinants of Market Interest Rates Problem 6-12 Maturity Risk Premium An investor in Treasury securities expects inflation to be 1.6% in Year 1, 3.15% in Year 2, and 3.75% each year thereafter. Assume that the real risk-free rate is 2.15%, and that this rate will remain constant. Three-year Treasury securities yield 6.95%, while 5-year Treasury securities yield 7.60%. What is the difference in the maturity risk premiums (MRPs) on the two securities; that is, what is MRP5 - MRP3? Round your answer to two decimal places. %