The following table shows the prices of a sample of Treasury bonds, all of which have coupon rates of zero. Each bond makes a single payment at maturity.

Years to Maturity Price $(\%$ of face value$)$

$198\mathrm{.}752\%$

$295\mathrm{.}251$

$391\mathrm{.}444$

$487\mathrm{.}380$

a$.$ What is the $1-$year interest rate?

Note: Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.

b$.$ What is the $2-$year interest rate?

Note: Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.

c$.$ What is the $3-$year interest rate?

Note: Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.

d$.$ What is the $4-$year interest rate?

Note: Do not round intermediate calculations. Enter your answer as a percent rounded to $2$ decimal places.

e$.$ Is the yield curve upward$-$sloping, downward$-$sloping, or flat?

f$.$ Is this the usual shape of the yield curve?