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1R1=0.3%,E(21)=1.3%,E(3r1)=1.8%,E(4r1)=2.15% Using the unbiased expectations theory, calculate the current (long-term) rates for one-, two-, three-, and four-year-maturity Treasury securities. (Round your percentage answers to 3 decimal places. (e.g., 32.161)) You are considering an investment in 30-year bonds issued by Moore Corporation. The bonds have no special covenants. The Wall Street Journal reports that 1 -year T-bills are currently earning 0.40 percent. Your broker has determined the following information about economic activity and Moore Corporation bonds: a. What is the inflation premium? b. What is the fair interest rate on Moore Corporation 30-year bonds? (For all requirements, round your percentage answers to 2 decimal places. (e.g., 32.16)) A particular security's equilibrium rate of return is 8 percent. For all securities, the inflation risk premium is 1.25 percent and the real risk-free rate is 3.5 percent. The security's liquidity risk premium is 0.35 percent and maturity risk premium is 0.95 percent. The security has no special covenants. Calculate the security's default risk premium. (Round your percentage answer to 2 decimal places. (e.g., 32.16)) Based on economists' forecasts and analysis, one-year Treasury bill rates and liquidity premiums for the next four years are expected to be as follows: 1R1E(2r1)E(3r1)E(4r1)=0.40z=0.85zL2=0.07z=0.95zL3=0.12z=1.25zL4=0.14z