Suppose the liquidity premium (or liquidity preference) hypothesis holds and that short-term investors dominate the trading (the usual assumption), and that we see a treasury yield curve that is a straight line (i.e., linear) but with a slight upward slope (it is neither "flat" nor "steeply" sloped). The only things affecting this yield curve are expectations about future rates and liquidity premiums. Of the four statements below, which is the most accurate about market expectations for future short-term interest rates? O We know for sure the market expects future short-term interest rates to increase slightly O It is possible that the market expects future short-term interest rates to remain unchanged We know for sure the market expects future short-term interest rates to decrease slightly We cannot rule out anything at all about what the market expects about future shot-term interest rates O O