Assume that interest rates on federal government bonds are as follows: 1-year = 6

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Assume that interest rates on federal government bonds are as follows:

1-year = 6.5%

2-year = 6.3%

3-year = 6.0%

4-year = 5.8%

5-year = 5.5%

10-year = 5.2%

15-year = 5.0%

20-year = 5.0%

Do the theories of the shape of the yield curve offer any insights into this rate pattern? Discuss the expectations, liquidity preference, and market segmentation theories separately.