Given the current one$-$year interest rate as $3\mathrm{.}8\%,$ the expectations for the one$-$year interest rates over the next five years are as follows: $3\mathrm{.}9\%,4\%,4\mathrm{.}1\%,4\mathrm{.}2\%.$

Additionally, the liquidity premiums for $2-$year to $5-$year bonds are as follows: $0\mathrm{.}2\%,0\mathrm{.}3\%,0\mathrm{.}3\%,0\mathrm{.}5\%.$

Using this information, $(1)$ calculate the interest rates of bonds with maturities of two to five years using the Liquidity Premium Theory. $(2)$ Describe the type of yield curve that results.