Problem 6-6 Unbiased Expectations Theory (LG6-7) 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: 1F1 2.74%, E (2r) = 4.05%, E (3r1) = 4.55%, E (4r1) = 6.05% Using the unbiased expectations theory, calculate the current (long-term) 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.) Current (Long- Term) Rates Years 1 2 % 3 % 4 %