Consider the following $1,000 par value zero-coupon bonds: The expected one-year interest rate three years from now should be

Consider the following $1,000 par value zero-coupon bonds: Bond c D Year to Maturity 1 2 3 4 5 Yield to Maturity 6.40% 4.100/6 9.10% 9.32% 11.80% The expected one-year interest rate three years from now should be