Suppose that the yields$-$to$-$maturity on three$-$year and four$-$year zero$-$coupon bonds are $5\%$ and $6\%,$ respectively, stated on a semiannual bond basis. The $3$y$1$y$$ implied forward rate, which is the implied one$-$year forward yield three years into the future, is closest to:

$5\mathrm{.}78\%$

$7\mathrm{.}34\%$

$9\mathrm{.}03\%$