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:

R$11=5\%,$ E$($r$12)=6\%,$ E$($r$13)=6\mathrm{.}50\%,$ E$($r$14)=6\mathrm{.}85\%$

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