Suppose that in the fixed-income securities market, the two-year and three-year spot interest rates are 8.500% and 10.000%, respectively. [That is, R^Mrkt_0,2 = 8.500% and R^Mrkt_0,3 = 10.000%.]

Then, as per the no-arbitrage principle, what is the current one-year forward rate two years from now? That is what is the (theoretical) value of F^0,Theo_2,1 ?

round to four decimals (0.1234)