A plot of the yields on bonds with different terms to maturity but the same risk, liquidity, and tax considerations is known as

A$.$ an interest$-$rate curve.

B$.$ a risk$-$structure curve.

D$.$ a term$-$structure curve.

Suppose people expect the interest rate on one$-$year bonds for each of the next four years to be $5\%,4\%,6\%,$ and $8\%.$ If the expectations theory of the term structure of interest rates is correct, then the implied interest rate on bonds with a maturity of four years is $\%.($Round your response to the nearest whole number$).$

Refer to the figure on your right. Suppose the expected interest rates on one$-$year bonds for each of the next four years are $4\%,5\%,6\%,$ and $7\%,$ respectively.

$1.)$ Use the line drawing tool $($once$)$ to plot the yield curve generated.

$2.)$ Use the point drawing tool to locate the interest rates on the next four years.

Carefully follow the instructions above, and only draw the required objects.