Suppose that the current 1-year rate (1-year spot rate) and expected 1-year T-bill rates over the following three years (ie, years 2, 3, and 4, respectively) are as follows: 1R= 2.98%,8427) -4,35%, 13-1) = 4,85%, 4) = 6.35% Using the unbiased expectations theory, calculate the current (long-term) rates for 1-, 2-3, and 4-year-maturity Treasury securities Plot the resulting yield curve. (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Years Current (Long Term) Rates 1 2 3 4 %