Suppose that in the fixed-income securities market, the current two-year spot interest rate is 4.000%.[That is, R_0,2 = 4.00%] In addition, the current one-year forward rate one year from now [ F^0,Mrkt_1,1] is 6.000%. Then, as per the no-arbitrage principle, what is the theoretical value of the current one-year spot interest rate, per annum continuously compounded? In other words, what is the theoretical value of R_0,1 (R^Theo_0,1 )?