Consider the following $$1,000$ par value zero$-$coupon bonds:

Bond Years to Maturity YTM$(\%)$

A $16\mathrm{.}0\%$

B $27\mathrm{.}0$

C $37\mathrm{.}5$

D $48\mathrm{.}0$

According to the expectations hypothesis, what is the market$$s expectation of the yield curve one year from now? Specifically, what are the expected values of next year$$s yields on bonds with maturities of $($a$)$ one year? $($b$)$ two years? $($c$)$ three years? $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$