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[ Related to Solved Problem 5 . 2 b ] Use the data on Treasury securities in the following table to answer the question: Source:

[Related to Solved Problem 5.2b] Use the data on Treasury securities in the following table to answer the question:
Source: U.S. Department of the Treasury.
Assuming that the liquidity premium theory is correct, on March 5,2010, what did investors expect the interest rate to be on the one-year Treasury bill two years from that date if the term premium
on a two-year Treasury note was 0.01% and the term premium on a three-year Treasury note was 0.08%?
The expected interest rate is %.(Round your response to two decimal places.)
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