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:

$1_1{R}_1=3\mathrm{.}18\%,E(2r_1)=4\mathrm{.}60\%,E(3r_1)=5\mathrm{.}10\%,E(4r_1)=6\mathrm{.}60\%$

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$]],],[1,,\%$