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:

${?}_1{R}_1=2\mathrm{.}86\%,E(2^{r_1})=4\mathrm{.}20\%,E(3^{r_1})=4\mathrm{.}70\%,E(4^r{r}_1)=6\mathrm{.}20\%$

Using the unbiased expectations theory, calculate the current $($long$-$term$)$ rates for one$-,$ two$-,$ three$-,$ and four$-$year$-$maturity Treasury securities$.($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$

$\backslash$table$[[$Years$,\backslash$table$[[$Current $($Long$-$term$)],[$Rates$]],],[1,,\%$