Two current spot rates (annualized) for maturities expressed in years are available: oi3=4% and oir=6.5%. The first subscript refers to the starting date of the investment while the second subscript refers to the term/maturity of the investment. [Note that the second subscript is NOT a date but a length.] The market has the following expectations: 1P5=5%, 3i2=5.5%, a2=6%, and s1=7%. (a) Assuming that the expectations theory of interest rates holds, calculate the value of ois compatible with the data above. Answer the question assuming annual compounding. (5 marks) (b) Assuming that the expectations theory of interest rates holds, extract the value of sie, compatible with your result in (a) and the data above. Answer the question assuming annual compounding