On March 11, 20XX, the existing or current (spot) 1-, 2-, 3-, and 4-year zero coupon Treasury security rates were as follows:

₁R₁ = 0.50%, ₁R₂ = 1.10%, ₁R₃ = 1.50%, ₁R₄ = 1.65%

Using the unbiased expectations theory, calculate the 1-year forward rates on zero coupon Treasury bonds for years 2, 3, and 4 as of March 11, 20XX. (Do not round intermediate calculations and round your answers to 2 decimal places.)

Years	Forward rates
2	%
3	%
4	%