$2.$ The yield on a one$-$year Treasury zero is $5\mathrm{.}6\%.$ If the one$-$year forward rate to take effect one year from now is $6\mathrm{.}4\%,$ and if the one$-$year forward rate to take effect two years from now is $6\mathrm{.}1\%,$ what is the equivalent three$-$year Treasury zero rate?