Problem 7: Bootstrapping The Yield Curve [10 points Based on the U.S. Treasury bond information below, answer the following series of question:s Coupon Rate 3% 4% 3% 0% Maturity (years) 0.5 Bond Price 100.000 100.500 98.750 92.000 4 2.0 A. [8 points (2 per spot rate)] From the given information, compute the 6-month, 1-year, 1.5-year, and 2-year spot rates. Do not round excessively: use at least 5 decimal places(for example 12.345%) B. [1 points] Is the term structure inverted, normal, or flat? C. points] Use the liquidity preference theory to explain the shape of the term structure (your answer to B)