On March 11, 20XX, the existing or current (spot) 1-, 2-, 3-, and 4-year zero coupon Treasury security rates were as follows:₁R₁ = 0.60%,₁R₂= 1.20%,₁R₃ = 1.60%,₁R₄ = 1.75%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.)

YearsForward rates2 %3 %4 %