The following information was available as of the close of business June $1,20$XX$,$ on government of Canada bonds.

$\backslash$table$[[$Coupon$,$Maturity,Price,Yield$],[7\mathrm{.}00\%,$June $1,20xx+1,103\mathrm{.}35,2\mathrm{.}62],[10\mathrm{.}70\%,$June $1,20xx+2,113\mathrm{.}93,3\mathrm{.}28],[8\mathrm{.}70\%,$June $1,20+3,107\mathrm{.}61,3\mathrm{.}41]]$

Calculate the anticipated one$-$year interest rate at $20xx+2($up to June $20xx+3).($Do not round intermediate calculations. Round the final answers to $2$ decimal places.$)$

$\backslash$table$[[,\backslash$table$[[$Interest$],[$rate$]],],[2$nd year,,$\%$