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 (.e.. years 2,3, and 4, respectively) are as follows: 1R1 = 3.26%. E(211) = 470%, (3/2) = 5.20%, (41) = 6.70% 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 Term) Rates %