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:

${?}_1{R}_1=3\mathrm{.}02\%,E{(}_2{r}_1)=4\mathrm{.}40\%,E{(}_3{r}_1)=4\mathrm{.}90\%,E{(}_4{r}_1)=6\mathrm{.}40\%$

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.$)$