Please help me with your thoughts on these questions. I would like to compare them to my work.

An investor with an investment horizon of two years has two investment opportunities:

1. The first investment opportunity is to invest in two-year Treasury bond, yielding 5% per year.
2. The second opportunity is to invest in one-year Treasury bond and then after one year, to roll over an investment into another one year bond. If one year Treasury bond yields 4% and assuming that Expectation Theory holds what should one year bond yield one year from now? Explain fully and show your work.