Suppose the Interest Rate on a 1-Year T-Bond Is 5

Suppose the interest rate on a 1-year T-bond is 5.00% and that on a 2-year T-bond is 6.10%.Assume that the pure expectations theory is NOT valid,and the MRP is zero for a 1-year T-bond but 0.40% for a 2-year bond.What is the yield on a 1-year T-bond expected to be one year from now? Round the intermediate calculations to 4 decimal places and final answer to 2 decimal places.

A) 7.30
B) 7.81
C) 5.89
D) 6.40
E) 5.64