On March 11, the existing or current (spot) 1, 2, 3, and 4-yeat zero-coupon Treasury security rates were as follows: 1K1=0.651,1R2=1.301,2R3=1.708,1R4=1.853 Using the unbiased expectations theory, calculate the 1-year forword rotes 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.)