Suppose that the liquidity premium hypothesis of the term structure of interest rates holds with short-term traders dominating the trading (our usual assumption), that a thirty-year zero coupon treasury bond with a face value of $1000 sells for $150 today and that on average, investors expect it will sell for $153 one year from today. Based on this information, what do we know about todays one-year risk-free rate? (This is not a complicated numerical problemit is mostly a conceptual question except for one simple calculation).