3.159% 1. (9 marks) The following table shows the yield to maturity (YTM) of various types of bonds on March 15, 2022. U.S. Treasury Corp. AAA Corp. AA 2-year 1.852% 2.117% 2.216% 5-year 2.107% 2.535% 2.704% 10-year 2.146% 2.942% The YTM of a 3-month T-bill is 0.46%. 4. What is the expected yield of a three-year "Treasury two years from the date above according to the pure expectations theory? (3 marks) b. What is the risk premium of a 5-year T-note? (3 marks) c. What explains the 0.428% difference in YTM between a 5-year U.S. Treasury and a 5-year AAA corporate bond? (3 marks) 3.159% 1. (9 marks) The following table shows the yield to maturity (YTM) of various types of bonds on March 15, 2022. U.S. Treasury Corp. AAA Corp. AA 2-year 1.852% 2.117% 2.216% 5-year 2.107% 2.535% 2.704% 10-year 2.146% 2.942% The YTM of a 3-month T-bill is 0.46%. 4. What is the expected yield of a three-year "Treasury two years from the date above according to the pure expectations theory? (3 marks) b. What is the risk premium of a 5-year T-note? (3 marks) c. What explains the 0.428% difference in YTM between a 5-year U.S. Treasury and a 5-year AAA corporate bond