Consider $1,000 par value zero-coupon bonds (ignore liquidity premiums). One-, two-, three-, four-, and five-year maturity zero coupon bonds have yields to maturity of 6%, 7.5%, 7.99%, 8.49%, and 10.70%, respectively. What is the expected 3-year interest rate 2 years from now (after annualization)? OA) 9.55% OB) 12.89% OC) 14.89% OD) 13.73% E) can not determine (need other information)