Question: If the yield to maturity for a two year zero coupon bond is 5.8% and the yield to maturity for a 3 year zero coupon

If the yield to maturity for a two year zero coupon bond is 5.8% and the yield to maturity for a 3 year zero coupon bond is 6.1%, what is the implied future short rate from year 2 to 3 (use 5 decimal places, write 3.333% as .03333)

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