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4, (10 pints) Assume the following term structure of spot rates: y1= 1.55%, y2= 1.82%, and y3 = 2.03%. Use the return-maturity Expectations Theory to calculate the implied expected one- period spot rates E(y1 and E(y"). Also, calculate the implied expected two-period spot rate E(y2'). 5, (10 points) Assume V1 = 1.5%, and also assume that the one-period spot rate next period can take the following two values with equal probability: y = 1.75% +0= 1.75% + 0.5% and Vid= 1.75%-0= 1.75% - 0.5%. If Local Expectations Theory holds, calculate y2, E(y), and f 11. 4, (10 pints) Assume the following term structure of spot rates: y1= 1.55%, y2= 1.82%, and y3 = 2.03%. Use the return-maturity Expectations Theory to calculate the implied expected one- period spot rates E(y1 and E(y"). Also, calculate the implied expected two-period spot rate E(y2'). 5, (10 points) Assume V1 = 1.5%, and also assume that the one-period spot rate next period can take the following two values with equal probability: y = 1.75% +0= 1.75% + 0.5% and Vid= 1.75%-0= 1.75% - 0.5%. If Local Expectations Theory holds, calculate y2, E(y), and f 11