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An investment manager forecasts the 1 year Treasury bill rate (short-term rate) for the next four years in the following table: Year 1 4.25% Year 2 5.15% Year 3 2?? Year 4 6.25% a. He decides to invest in a 3-year Treasury par-bond at a 5% coupon which meets exactly the interest rate expectation according to Unbiased Expectations Theory What is his Year 3 short rate forecast? (4 marks) b. For the same par-bond, what would the Year 3 short rate forecast be according to Liquidity Premium Theory, with a constant liquidity premium assumption of 0.25% across the curve? (4 marks) An investment manager forecasts the 1 year Treasury bill rate (short-term rate) for the next four years in the following table: Year 1 4.25% Year 2 5.15% Year 3 2?? Year 4 6.25% a. He decides to invest in a 3-year Treasury par-bond at a 5% coupon which meets exactly the interest rate expectation according to Unbiased Expectations Theory What is his Year 3 short rate forecast? (4 marks) b. For the same par-bond, what would the Year 3 short rate forecast be according to Liquidity Premium Theory, with a constant liquidity premium assumption of 0.25% across the curve? (4 marks)