Using the same information, what interest rate $($in $\%$s$)$ would you expect a $6-$year bond to have under the liquidity premium theory?

From Prior:

You observe that there is a one$-$year Treasury bond with a yield of $3\mathrm{.}0\%.$ You also assume that rates will be going up and that the one$-$year bond will go up by $1\mathrm{.}0\%$ each year. For example, you expect the one$-$year bond in year $2$ will be $4\mathrm{.}0\%$ and $5\mathrm{.}0\%$ in year $3.$

With that information, what do you expect the $3-$year interest rate to be $($in $\%$s$)$ if you require a liquidity premium of $0\mathrm{.}30\%$ for each year beyond year one?