Final Stub Forward From Bond Price 1

A 1.5-year bond with face 100 has annual coupon rate 4.0%, paid semiannually, and trades at 100.911. The discount factors are D(0.5)=0.985 and D(1.0)=0.968. Assume the annual-compounded forward rate from 1.0 years to 1.5 years is flat over that stub. What forward rate is implied?