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: 1R1=4%,E(2r1)=5%,E(3)1)=5.50%,E(4r1)=5.85% Using the unblased expectations theory, calculate the current (long-term) rates for one-, two-, three-, and four-year-maturity Treasury securities. (Round your answers to 2 decimal places.)