A One-year Treasury securities yield 3.65%. The market anticipates that 1 year from now, 1-year Treasury securities will yield 4.2%. If the pure expectations theory is correct, what is the yield today for 2-year Treasury securities? Calculate the yield using a geometric average. Do not round intermediate calculations. Round your answer to two decimal places.

**I tried following the other examples on Chegg and I either get the answer 0.08 or .20 and neither are correct. Please help!