You observe the following yield curve for Treasury securities: 1 year = 6%; 2 year = 5.8%; 3 year = 5.5%; 4 year = 5.6%; 5 year = 5.8% Assume that the expectations theory holds. What does the market expect that three-year interest rates will be one year from today?

A. 5.90% B. 5.60% C. 5.47% D. 5.50% E. 5.87%