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: Year to maturity Annual yield to maturity $($BEY$)1\mathrm{.}56\%27\%$ Compute the $1\mathrm{.}5-$year, and $2-$year spot rates.