Problem 6-6 Unbiased Expectations Theory (LG6.5) Suppose that the current 1-year rate (1-year spot rate) and expected 1-year T-bill rates over the following three years (i.e.. years 2,3, and 4, respectively) are as follows: 1R1 = 1%, E(2r1) = 3.80%, E(3r1)= 4.30%, E(4r1)= 5.80% Using the unbiased expectations theory, calculate the current (longterm) rates for 1-, 2-, 3-, and 4-year-maturity Treasury securities. Plot the resulting yield curve. (Do not round Intermediate calculations. Round your answers to 2 decimal places.)