You observe the following curve for Treasury securities: Maturity Yield 1 year 6.5% 2 years 6.3% 3 years 6.0% 4 years 5.8% 5 years 5.5% Assume that the pure expectations hypothesis holds. What is your investment return if you plan to lend for 2 years, starting three years from today? Select one: a. 6.30% b. 6.40% c. 5.75% O d. 4.75% O e. 4.30%