Check my work 5 On March 11, 20XX, the existing or current (spot) one-year, two-year, three-year, and four-year zero-coupon Treasury security rates were as follows: IR,-4.75%, 1R2 :4.95%, 1R3-5.25%, 1R,-5.65% 0.5 points Using the unbiased expectations theory, calculate the one-year forward rates on zero-coupon Treasury bonds for years two, three, and four as of March 11, 20XX. (Do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.16)) eBook Print References One-Year Forward Rates Year 3 Year 4