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: - 1R1=4.75% 1R2=4.95% - 1R3=5.25% 1R4=5.65% 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 11,20X,2f1,3f1,4f1. Do not round intermediate calculations. Round your percentage answers to two decimal places (e.g. 32.16)