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 = 2.86%, E(211) = 4.20%, E(311) = 4.70%, E(471) = 6.20% 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 Answer is not complete. Current (Long- Term) Rates 2.86 % % 1 2 2 3 % % 4