Part D

heres the info needed from part B, i could use the help on part B and part D.. thankss

d. Based on the information about the corporate bond provided in part b, calculate yieids and then cons nstruct a new yield curve graph that shows both the Treasury and the corporate bonds. Round your answers to two decimal places. b. Suppose you are considering two possible investment opportunitiest a 12-year Treasury bond and a 7 -year, AA-rated corporate bond. The cur following 4 years, and 5% thereafter. The maturity risk premium is estimated by this formula: MRP =0.02(t1)%. The liquidity premium (4P given the company's bond rating, from the following table. Remember to subtract the bond's LP from the corporate spread given in the table Treasury bond and a 7-year, AA-rated corporate bond. The current real nsk-free rate is 5%, and inflation is expected to be 3% for the next 2 years, 4% for the by this formula: MRP =0.02(t1)%. The liquidity premim (LP) for the corporate bond is estimated to be 0.3%. You may determine the default risk premium (DRa). ract the bond's LP from the corporate spread given in the table to arrve at the bond's DRP