[Related to Solved Problem 5.26] Use the data on Treasury securities in the following table to answer the question: 1 year 3 year Date 2 year 03/05/2010 0.4% 0.92% 1.58% 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 0.05% and the term premium on a three-year Treasury note was 0.06%? The expected interest rate is %. (Round your response to two decimal places.)