Suppose you observe the following term structure for Treasury securities:

Maturity Yield Yea

$1$ year $6\mathrm{.}0\%$

$2$ years $6\mathrm{.}2\%$

$3$ years $6\mathrm{.}4\%$

$4$years $6\mathrm{.}5\%$

$5$ years $6\mathrm{.}5\%$

Assume that the pure expectations theory of the term structure is correct. $($This impliest can use the yield curve provided to "back out" the market's expectations about future rates. What does the market expect will be the interest rate on $1-$year securities$,1$ year from What does the market expect will be the interest rate on $3-$year securities$,2$ years from now?You could go on all the possible future interest calculations. So$,$ do as many future interest rates calculations as possible.