On March 11, the existing or current (spot) 1-, 2-, 3-, and 4-year zero-coupon Treasury security rates were as follows: 1R1 = 0.60%, 1 R2 = 1.25%, 1R3 - 1.65%, 1R4 - 1.80% 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. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Years 2 Forward rates % % 3 4