Question 2 Suppose that the current one-year rate and expected one-yeat T-bill rates over the following three years (1.0. years 2, 3, and 4, respectively) are as follows: IRI - 2,04%, E2:1) 4.20%, F31) - 6,689, E41) - 7,84 Using the unbiased expectations theory, calculate the current (long-term) rates for four-yeni-maturity Treasury securities (Write your auswer la percentage and round it to 2 decimal places) current rate for three year maturity Question 2 Suppose that the current one-year rate and expected one-yeat T-bill rates over the following three years (1.0. years 2, 3, and 4, respectively) are as follows: IRI - 2,04%, E2:1) 4.20%, F31) - 6,689, E41) - 7,84 Using the unbiased expectations theory, calculate the current (long-term) rates for four-yeni-maturity Treasury securities (Write your auswer la percentage and round it to 2 decimal places) current rate for three year maturity