Suppose the current one-year Treasury Bill rate is 3%, the current three-year Treasury Bond rate is 3.3%, and the current five-year Treasury Bond rate is 4%. According to the expectations theory of interest rates, what would you expect the four-year Treasury bond rate to be one year from now?

a) 3.2%

b) 3.5%

c) 3.8%

d) 4.25%