Suppose that you have the following bonds $(1$ year; $2$ year; $3$ year; $4$ year; and $5$ year maturity$)$ with the corresponding interest rates in column $2.$ Compute the forward rate and the expected future single period spot rate based on the expactions theory. What is the yield curve? What does it mean to be on the yield curve? What sort of informationis embedded in the yield curve?Question $1$: Suppose that you have the following bonds $(1$ year; $2$ year; $3$ year; $4$ year; and $5$ year maturity$)$ with the corresponding interest rates in column $2$ :

$\backslash$table$[[$Maturity $($Years$),$Spot rate,Forward rate,$\backslash$table$[[$Expected future$],[$single vear spot rate$]]],[1,8\mathrm{.}00,--,--],[2,8\mathrm{.}75,10\mathrm{.}56,],[3,9\mathrm{.}33,11\mathrm{.}60,],[4,9\mathrm{.}79,12\mathrm{.}30,],[5,10\mathrm{.}13,12\mathrm{.}60,]]$