Date 3 year 1.48% [Related to Solved Problem 5.26) Use the data on Treasury securities in the following table to answer the question: 1 year 2 year 03/05/2010 0.37% 0.87% Source: U.S. Department of the Treasury Assuming that the liquidity premium theory is correct, on March 5, 2010, what did investors expect the interest rate to be on the one-year Treasury bill two years from that date if the term premium on a two-year Treasury note was 0.02% and the term premium on a three-year Treasury note was 0.0747 The expected interest rate is % (Round your response to two decimal places)