In this exercise, you will investigate the liquidity premiums on long-term US government bonds. Create and save a data list on FRED containing the following five data series: 3-Month Treasury Bill: Secondary Market Rate (Series ID: DTB3, location: Interest Rates > Treasury Bills) 6-Month Treasury Bill: Secondary Market Rate (Series ID: DTB6, location: Interest Rates > Treasury Bills) 1-Year Treasury Constant Maturity Rate (Series ID: DGS1, location: Interest Rates > Treasury Constant Maturity) 5-Year Treasury Constant Maturity Rate (Series ID: DGS5, location: Interest Rates > Treasury Constant Maturity) 10-Year Treasury Constant Maturity Rate (Series ID: DGS10, location: Interest Rates > Treasury Constant Maturity) Download your data. Be sure that the data frequency is daily. Set the observation range from 1965-02-15 to 2017-04-28 and be sure that you have the frequency set to daily. Do the following: (a) Using MS Excel (or another suitable graphing utility) plot the five interest rate series against the date. (b) Compute the average yield to maturity on each of the five bonds in your dataset. (c) Compute the average liquidity premium on each of the five bonds in your dataset relative to the 3-month T-Bill by subtracting the average T-bill yield from the average of each of the longer-term bond yields. For example: Avg. 1 yr liquidity prem. = Avg. 1 yr bond yield - Avg. 3 mo bond yield (1) (d) Using MS Excel (or another suitable graphing utility) plot the implied average liquidity premiums for the five bonds in your dataset