On March 11, the existing or current (spot) 1-, 2-, 3-, and 4-year zero-coupon Treasury security rates were as follows: ₁R₁ = 0.85%, ₁R₂ = 1.45%, ₁R₃ = 1.85%, ₁R₄ = 2.00% 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.)