hello tutor, could you assist with the following questions below to the best of your ability. Thank you

[Related to Solved Problem 5.2b] Use the data on Treasury securities in the following table to answer the question: Source: U.S. Department of the Treasury. Assuming that the liquidity premium theory is correct, on March 5, 2010, what did investors expect the interest rate to be on the one-year Treasury bill two years from that date if the term premium on a two-year Treasury note was 0.05% and the term premium on a three-year Treasury note was 0.06% ? The expected interest rate is \%. (Round your response to two decimal places.) Suppose that, holding yield constant, investors are indifferent as to whether they hold bonds issued by the federal government or bonds issued by state and local governments (that is, they consider the bonds the same with respect to default risk, information costs, and liquidity). Suppose that state governments have issued perpetuities (or consoles) with $77 coupons and that the federal government has also issued perpetuities with $77 coupons. If the state and federal perpetuities both have after-tax yields of 8%, what are their pre-tax yields? (Assume that the relevant federal income tax rate is 35.49%.) The pre-tax yield on the state perpetuity will be %. (Round your response to two decimal places.) The pre-tax yield on the federal perpetuity will be %. (Round your response to two decimal places.)