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:

${?}_1{R}_1=7\%,E{(}_2{r}_1)=8\%,E(3r_1)=8\mathrm{.}60\%,E(4r_1)=8\mathrm{.}95\%$

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 $12\mathrm{.}34).$

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