Interest Rate Determination and Yield Curves: Please help by answering the following question(s) in Part D. See part B as a reference only.

Here's the question that I need help answering...

b. Suppose you are considering two possible investment opportunities: a 12-year Treasury bond and a 7-year, A-rated corporate bond. The current real risk-free rate is 5%, and inflation is expected to be 3% for the next 2 years, 4% for the following 4 years, and 5% thereafter. The maturity risk premium is estimated by this formula: MRP =0.03 ( t1)%. The liquidity premium (LP) for the corporate bond is estimated to be 0.2%. You may determine the default risk premium (DRP), 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 at the bond's DRP. What yield would you predict for each of these two investments? Round your answers to three decimal places. 12-year Treasury yield: 7-year Corporate yield: % Based on the information about the corporate bond provided in part b, calculate vields and then construct a new pield curve graph that shows both the Treasury and the corparate honds. Round your answers to two decimal places. Chovee the correct graph. The narrect graph is