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Suppose we observe the following rates: 1R1 = 2.5% and 1R2 = 2.9%. If the unbiased expectation theory of the term structure holds, what is

Suppose we observe the following rates: 1R1 = 2.5% and 1R2 = 2.9%. If the unbiased expectation theory of the term structure holds, what is the one-year interest rate expected one year from now?

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