Consider the following five $1,000 par value zero-coupon bonds: (A) Maturity in 1 year and 4% Yield to Maturity; (B) Maturity in 2 years and 5.6% Yield to Maturity; (C) Maturity in 3 years and 8% Yield to Maturity; (D) Maturity in 4 years and 9% Yield to Maturity; and (E) Maturity in 5 years and 10% Yield to Maturity; Ignoring any liquidity premiums, the expected 1-year interest rate 1 year from now should be