Suppose the interest rate on a $1-$year T$-$bond is $5\mathrm{.}00\%$ and that on a $2-$year T$-$bond is $6\mathrm{.}10\%.$ Ass that the pure expectations theory is NOT valid, and the MRP is zero for a $1-$year T$-$bond but $0\mathrm{.}40$ for a $2-$year bond. What is the yield on a $1-$year T$-$bond expected to be one year from now? Do nc round your intermediate calculations. Round your final answer to $2$ decimal places.

a$.5\mathrm{.}35\%$

b$.6\mathrm{.}40\%$

c$.5\mathrm{.}68\%$

d$.5\mathrm{.}59\%$

e$.7\mathrm{.}21\%$