You observe that the YTM for one$-,$ two$-,$ and three$-$year maturity default$-$free ZCBs is $3\%,3\mathrm{.}2\%,$ and $3\mathrm{.}9\%,$ respectively. What is the implied one$-$year forward rate, two years from today, if the expectations theory is correct?

A$.3\mathrm{.}91\%$

B$.3\mathrm{.}85\%$

C$.4\mathrm{.}80\%$

D$.5\mathrm{.}31\%$