The yields for Treasuries with differing maturities on a recent day appear in the following table: a. Select the graph that represents the yield curve for this date. b. If the expectations hypothesis is true, approximately (ignoring compounding) what rate of return do investors expect a 5-year Treasury note to pay 5 years from now? c. If the expectations hypothesis is true, approximately (ignoring compounding) what rate of return do investors expect a 1-year Treasury security to pay starting 2 years from now? d. Is it possible that even though the yield curve slopes up in this problem, investors do not expect rising interest rates? Explain. \begin{tabular}{lll} \hline Cime to Maturity (years) \\ C. Yield Curve of U.S. Treasury \\ Sarsuritiae \end{tabular} b. If the expectations hypothesis is true, the approximate rate of return investors expect a 5-year Treasury note to pay 5 years from now is %. (Round to two decimal places.) \begin{tabular}{ll|} \hline Maturity & Yield \\ \hline 3 months & 1.36% \\ 6 months & 1.63 \\ 2 years & 2.85 \\ 3 years & 3.23 \\ 5 years & 3.89 \\ 10 years & 4.31 \\ 30 years & 4.78 \\ \hline \end{tabular}