d. Based on the information about the corporate bond provided in part b, calculate yields and then construct a new yield curve graph that shows bo the Treasury and the corporate bonds, Round your answers to two decimal places. Choose the correct graph. The correct graph is graph CV e. Which part of the yield curve (the left side or right side) is fikely to be most volatile over time? Short-term rates are volatile than longer-term rates; therefore, the side of the yleld curve would be most volatile over time. f. Using the Treasury yield information in part c, calculate the following rates using geometric avereges (round vour answers to three decimal places): 1. The 1-year rate, 1 year from now 2. The 5 -year rate, 5 years from now 3. The 10 -year fate, 10 years from now 4. The 10-year rate, 20 years from now b. Suppose you are considering two possible investment opportunities; a 12 -year Jreasury bond and a 7-year, AA-rated corporate bond. The current real risk-free rete is 3%, and inflation is expected to be 2% for the next 2 years, 3% for the following 4 years, and 4% thereafter. The maturity risk premium is estimated by this formula: MRP =0.03(t1) W. The liquidity premium (LP) for the corporate bond is estimated to be 0.2%. You may determine the defoult risk premium (ORP), given the company's bond rating, from the following table. Remember to subtract the bond's LP from the corporate spread given in the table to arrive ot the bond's DRP. What yield would you predict for each of these two investments? Round your answers to three decmal places. 12-year Treasury vield: % 7-year Corporate yield: c. Given the following. Treasury bond yleld information, construct a graph of the yield curve. Choose the correct graph. The correct graph is