Suppose you are considering two possible investment opportunities: a $12-$year Treasury bond and a $7-$year, A$-$rated corporate bond. The current real risk$-$free rate is $3\%,$ and inflation is expected to be $2\%$ for the next $2$ years, $3\%$ for the following $4$ years, and $4\%$ thereafter. The maturity risk premium is estimated by this formula: MRP $=0\mathrm{.}03($t $-1)\%.$ The liquidity premium $($LP$)$ for the corporate bond is estimated to be $0\mathrm{.}2\%.$ You may determine the default risk premium $($DRP$),$ given the company's bond rating, from the following table. Remember to subtract the bond's LP from the corporate spread given in the table to arrive at the bond's DRP$.$ D$.$ Based on the information about the corporate bond provided in part b$,$ calculate yields and then construct a new yield curve graph that shows both the Treasury and the corporate bonds. Round your answers to two decimal places. Need help solving the A$-$corporate yield

Years Treasury yield A$-$corporate yield

$15\mathrm{.}32\%$ fill in the blank $10$

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$25\mathrm{.}42\%$ fill in the blank $11$

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$35\mathrm{.}62\%$ fill in the blank $12$

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$45\mathrm{.}66\%$ fill in the blank $13$

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$55\mathrm{.}60\%$ fill in the blank $14$

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$105\mathrm{.}70\%$ fill in the blank $15$

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$206\mathrm{.}30\%$ fill in the blank $16$

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$305\mathrm{.}86\%$ fill in the blank $17$

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