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Part $1$

$($Interest rate determination$)$ You've just taken a job at an investment banking firm and been given the job of calculating the appropriate nominal interest rate for a number of different Treasury bonds with different maturity dates. The real$$ risk$-$free interest rate that you have been told to use is $3\mathrm{.}2\%3\mathrm{.}2\%,$ and this rate is expected to continue on into the future without any change. Inflation is expected to be constant over the future at a rate of $2\mathrm{.}8\%2\mathrm{.}8\%.$ Since these are bonds that are issued by the U$.$S$.$ Treasury, they do not have any default risk or any liquidity risk$($that is$,$ there is no$$ liquidity$-$risk premium$).$ The$$ maturity$-$risk premium is dependent upon how many years the bond has to maturity. The$$ maturity$-$risk premiums are shown in the popup$$ window: LOADING... $.$ Given this$$ information, what should the nominal rate of interest on Treasury bonds maturing in$0-1$ year,$1-2$ years,$2-3$ years, and$3-4$ years$$ be$?$