please do 4

Year 6% coupon paying Treasury security is 594.2906 Suppose the treasury spot rate curve is the following Verify the theoretica Years to Yield to maturity maturity 05 5.00% 1.0 5,40% 1.5 5.80 2.0 6,40 25 7.00 3.0 720% 3.5 7,40% 4.0 7.80% 4. Based on the spot rates in 3, compute the following forward rates a. 6-month forward rate six months from now b. 6-month forward rate one year from now C. 3-year forward rate one year from now d. 1-year forward rate two years from now If expectations theory holds, what would be the expected value of the future interest rates two years from today? f. If liquidity premium theory holds, what would be your best expectation for interest rates two years from today, assuming a 1% liquidity premium