Problem 2-10 (LG 2-7) Suppose we observe the following rates: 1 R1 = 5.68, 1R2 = 7.8e. If the unbiased expectations theory of the term structure of interest rates holds, what is the one-year interest rate expected one year from now, E(201)? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., 32.16)) Tabbevelen van On March 11, 20XX, the existing or current (spot) one-year, two-year, three-year, and four-year zero-coupon Treasury security rates were as follows: R1 -1.58% 1R, 210%, 1R - 2.34%, R-2.45%