Use the data on Treasury securities in the following table to answer the question:
| Date |
1 year |
2 year |
3 year |
| 3/5/2010 |
0.38% |
0.91% |
1.43% |
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 0.02% and the term premium on a three-year Treasury note was 0.06%?