A non$-$callable corporate bond was issued with a $5$ year maturity, $1$ year ago. If the market is assigning a yield spread to the interpolated benchmark Treasury curve of $+1\mathrm{.}25\%$ for this security, what is the expected market yield for the bond if the $3-$Year and $5-$Year US Treasury notes are trading at yields of $4\mathrm{.}20\%$ and $4\mathrm{.}80\%,$ respectively?