Problem 2-19 (LG 2-8) 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: 1 R1 = 1.16%, 1 R2 = 1.68%, 1R3 = 1.92%, 1R4 = 2.03% Using the unbiased expectations theory, calculate the one-year forward rates on zero-coupon Treasury bonds for years two, three, and four as of March 11, 20XX. (Do not round intermediate calculations. Round your percentage answers to 2 decimal places. (e.g., 32.16)) Year 2 Year 3 Year 4 One-Year Forward Rates % % %