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 (L.e., years 2,3, and 4, respectively) are as follows 1R1-2.86%, Earl )-4.20%, E( 3r1)-4.70%, E(4 r1)-6.20% 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.) Years Current (Long- 8 of 40 Next