Consider the bond market to be in equilibrium according to our complete theory of the term structure of interest rates. You observe the following interest rates available today on bonds with differing times to maturity. $($You may ignore transactions costs.$))$

$\backslash$table$[[$Time to maturity,$\backslash$table$[[$Yield to$],[$maturity$]]],[1$ year,$5\mathrm{.}0\%$