Question regarding the unbiased expectations theory

Question

Problem:

One-year Treasury bills currently earn 4.75 percent. You expected that one year from now, one-year Treasury bill rates will increase to 6.15 percent.

Requirement:

Question: If the unbiased expectations theory is correct, what should the current rate be on two-year Treasury securities?

• 6.08%
• 5.16%
• 5.27%
• 5.45%

Note: Please show guided help with steps and answer.