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 = 2.37%, 1R2 - 2.59%, IR - 2.83%, 1R4 - 2.94% Using the unbiased expectations theory, calculate the one-year forward rates on zero-coupon Treasury bonds for years two, three, an- four as of March 11, 20XX. (Do not round intermediate calculations. Round your percentage answers to 2 decimal places. (e.g.. 32.16))