Consider the following five $$1,000$ par value zero$-$coupon bonds: $($A$)$ Maturity in $1$ year and $5\mathrm{.}5\%$ Yield to Maturity; $($B$)$ Maturity in $2$ years and $7\%$ Yield to Maturity; $($C$)$ Maturity in $3$ years and $8\%$ Yield to Maturity; $($D$)$ Maturity in $4$ years and $9\%$ Yield to Maturity; and $($E$)$ Maturity in $5$ years and $10\%$ Yield to Maturity; Ignoring any liquidity premiums, the expected $1-$year interest rate $1$ year from now should be $\_\_\_\_\_\_\_\_\_."$