Suppose you measure the current term structure by observing the following yields on outstanding U.S. Treasury coupon STRIPS (assume todays date is February 15, 2020):

Feb 2021 5.75%

Feb 2022 6.25%

Feb 2023 6.50%

According to the pure expectations theory of the term structure, what is the market forecast for the risk-free yield on 2-year investments that will occur one year from today? What is the forecast for the 1-year forward rate two years from now?