Consider a $2-$year bond whose par value is $$1,000$ and coupon rate is $6\%$ per year, payable semi$-$annually. The bond's current price is $$1,007\mathrm{.}91.$ Suppose also that the current term structure of spot interest rates is as follows:

Term $($years$)=0\mathrm{.}50,$Rate $(\%$ p$.$a$.,$ continuous compounding$)=4\mathrm{.}445\%$

Term $($years$)=1\mathrm{.}00,$Rate $(\%$ p$.$a$.,$ continuous compounding$)=4\mathrm{.}740\%$

Term $($years$)=1\mathrm{.}50,$Rate $(\%$ p$.$a$.,$ continuous compounding$)=5\mathrm{.}060\%$

Under the Unbiased Expectation Hypothesis, how much do you expect the six$-$month spot rate to be in $18$ months from now?