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 = 3.10%, E(₂r₁) = 4.50%, E(₃r₁) = 5.00%, E(₄r₁) = 6.50% 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.

A) Year 1?

B) Year 2?

C) Year 3?

D) Year 4?