Please help me!! I don't understand how to do this problem!

b. Suppose you are considering two possible investment opportunities: a 12-year Treasury bond and a 7-year, A-rated corporate bend. The current real risk-free rate is 3%, and inflation is expected to be 3% for the next 2 years, 4% for the following 4 years, and 5% thereafter. The maturity risk premium is estimated by this formula: MRP =0.01(t1)%. The llquidity premium ( (P) for the corporate bond is estimated to be 0.3%. You may determine the default risk premlum (DRP), 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 to arrive at the bond's DRP. What yleld would you predict for each of these two investments? Round your answers to three dedmal places. 12-year Treasury vield: 7-year Corporate yield: d. Based on the information about the corporate bond provided in part b, calculate yields and then construct a new yleld curve graph that shows both the Treasury and the corporate bonds. Round your answers to two decimal places. e. Which part of the yield curve (the left side or right side) is likely to be most volatile over time? Short-term rates are volable than longer-term rates; therefore; the side of the yield curve would be most valatile over time. f. Using the Treasury yieid information in part c, calculate the following rates using geometric averages (round your answers to three decimal places): 1. The 1-year rate, 1 year frem now 2. The 5 -year rate, $ years from now 3. The 10 -year rate, 10 years from now 4. The 10 -year rote, 20 years from now