$2.$ Consider the following $$1,000$ par value zero$-$coupon bonds:

Bond Years to Maturity Yield to Maturity

A $15\mathrm{.}80\%$

B $27\mathrm{.}30\%$

C $37\mathrm{.}80\%$

D $48\mathrm{.}30\%$

E $510\mathrm{.}25\%$

The expected $1-$year interest rate $2$ years from now should be $\_\_\_\_\_\_\_\_\_\_.$

A$.11\mathrm{.}36\%$

B$.18\mathrm{.}41\%$

C$.8\mathrm{.}81\%$

D$.18\mathrm{.}51\%$