Estimating the $1-$year forward rate

$3.$ Suppose the interest rate on a $1-$year T$-$bond is $3\mathrm{.}0\%$ and that on a $2-$year T$-$bond is $4\mathrm{.}8\%.$ Assume that the pure expectations theory is NOT valid, and the MRP is zero for a $1-$year T$-$bond but $0\mathrm{.}2\%$ for a $2-$year bond.$$ What is the equilibrium market forecast for $1-$year rates $1$ year from now?

a$.3\mathrm{.}90\%$

b$.6\mathrm{.}22\%$

c$.6\mathrm{.}63\%$

d$.7\mathrm{.}05\%$

e$.7\mathrm{.}33\%$