The current yield curve for default$-$free zero$-$coupon bonds is as follows:

$\backslash$table$[[\backslash$table$[[$Maturity$],[($Years$)]],$YTM $(\%)],[1,5\%$

Year $1$: YTM $=5\%$

Year $2$: YTM $=7\%$

Year $3$: YTM $=8\%$