4. Suppose that the current one-year rate (one-year spot rate) and expected one-year T-bill rates over the following three years (i.e., years 2, 3, and 4, respectively) are as follows: 1R1=6%,E(2r1)=7%,E(3r1)=7.5%,E(4r1)=7.85% Using the unbiased expectations theory, calculate the current (long-term) rates for one-, two-, three-; and four-yearmaturity Treasury securities. Plot the resulting yield curve. (LG 2-7)