I need to know how to input the data into Excel to make the graphs. I also need help with the calculations of problem H$.$

e$.$Suppose most investors expect the inflation rate to be $5\%$ next year, $6\%$ the following year, and $8\%$ thereafter. The real risk$-$free rate is $3\%.$ The maturity risk premium is zero for bonds that mature in $1$ year or less and $0\mathrm{.}1\%$ for $2-$year bonds; then the MRP increases by $0\mathrm{.}1\%$ per year thereafter for $20$ years, after which it is stable. What is the interest rate on $1-,10-,$ and $20-$year Treasury bonds? Draw a yield curve with these data. What factors can explain why this constructed yield curve is upward sloping?

f$.$At any given time, how would the yield curve facing a AAA$-$rated company compare with the yield curve for U$.$S$.$ Treasury securities$?$ At any given time, how would the yield curve facing a BB$-$rated company compare with the yield curve for U$.$S$.$ Treasury securities$?$ Draw a graph to illustrate your answer.

h$.$Suppose you observe the following term structure for Treasury securities:

Maturity Yield

$1$ year $6\mathrm{.}0\%$

$2$ years $6\mathrm{.}2$

$3$ years $6\mathrm{.}4$

$4$ years $6\mathrm{.}5$

$5$ years $6\mathrm{.}5$

Assume that the pure expectations theory of the term structure is correct. $($This implies that you can use the yield curve provided to $$back out$$ the market$$s expectations about future interest rates.$)$ What does the market expect will be the interest rate on $1-$year securities$,1$ year from now? What does the market expect will be the interest rate on $3-$year securities$,2$ years from now? Calculate these yields using geometric averages.