can anyone solve this ?

Suppose that the liquidity premium hypothesis of the term structure of interest rates holds with short-term traders dominating the trading (our usual assumption), that a thirty-year zero coupon treasury bond with a face value of $1000 sells for $300 today and that on average, investors expect it will sell for $303 one year from today. Based on this information, what do we know about today's one-year risk-free rate? (This is not a complicated numerical problem...it is mostly a conceptual question except for one simple calculation) It is more than 196 There is not enough information to choose any of the other choices It is less then 196 It is equal to 1%