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= 2.98%,E(₂r₁)= 4.35%,E(₃r₁)= 4.85%,E(₄r₁)= 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.)