Given Treasury bond yields, calculate the following. a) The yields for 6-month, 1 year and 1.5 year Treasury bonds are 1%, 2% and 3%, respectively. The coupon rate for the 1.5 year bond is 2% (coupon is paid semiannually). Spot rates are the same as the yields for discount bonds (6-month and 1 year bond). Calculate the spot rate for 1.5 year. Round to the nearest 1/1000th. (Hint: Assume a face value of $1000 to do your calculation.) b) Based on the spot rates you calculated, what does the yield curve look like? Use the pure expectation theory explain the shape of this yield curve. c) Calculate 2 period forward rates 2 period from now (2f2). Round to the nearest 1/1000th