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Suppose in a country the 1-year Treasury bonds yield 2.00%, while 2-year T-bonds yield 3.10%. Assuming the pure expectat...

Suppose in a country the 1-year Treasury bonds yield 2.00%, while 2-year T-bonds yield 3.10%. Assuming the pure expectations theory is correct, and thus the maturity risk premium for T-bonds is zero, what is the yield on a 1-year T-bond expected to be one year from now? Please, round the intermediate calculations to 5 decimal places, and the final answer to 2 decimal places. Show work.

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