Suppose that the annual yield to maturity for the 6 -month and 1 -year Treasury bill is 4% and 5%, respectively. These yields represent the 6 -month and 1-year spot rates. Also assume the following Treasury yield curve (i.e., the price for each issue is the face value $1000 ) has been estimated for 6 month periods out to a maturity of 2 years: Compute the 1.5-year, and 2-year spot rates