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$(2$r$1)=7\%,$ E$(3$r$1)=7\mathrm{.}60\%,$ E$(4$r$1)=7\mathrm{.}95\%$

Using the unbiased expectations theory, calculate the current $($long$-$term$)$ rates for one$-,$ two$-,$ three$-,$ and four$-$year$-$maturity Treasury securities$.$

Note: Round your percentage answers to $2$ decimal places $($i$.$e$.,0\mathrm{.}1234$ should be entered as $12\mathrm{.}34).$