Assume that interest rates on federal government bonds are as follows: 1-year .......6.5% 2-year .......6.3% 3-year .......6.0%

Question:

Assume that interest rates on federal government bonds are as follows:
1-year .......6.5%
2-year .......6.3%
3-year .......6.0%
4-year .......5.8%
5-year .........5.5%
10-year .......5.2%
15-year ........5.0%
20-year ........5.0%
Do the theories of the shape of the yield curve offer any insights into this rate pattern? Discuss the expectations, liquidity preference, and market segmentation theories separately.