What is the markets estimate of the 3 year treasury rate

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Reference no: EM132020117

Suppose the yield on a 2 year treasury security is 5.83% and the yield on a 5 year treasury security is 6.20%.

Assuming that the pure expectations theory is correct, what is the market's estimate of the 3 year treasury rate 2 years from now?

Reference no: EM132020117

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