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:

${?}_1{R}_1=6\%,E(2r_1)=7\%,E{(}_3{r}_1)=7\mathrm{.}5\%,E(r_1{r}_1)=7\mathrm{.}85\%$

Using the unbiased expectations theory, calculate the current $($long$-$term$)$ rates for one$-,$ two$-,$ three$-,$ and four$-$year$-$maturity Treasury securities$.($Round your answers to $2$ decimal places.$)$

$\backslash$table$[[$Years$,\backslash$table$[[$Current $($Long$-$term$)],[$Rates$]],],[1,6\mathrm{.}50,\%$