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: 1 R1 = 5%, E(2r1)-696, E(3r1) = 6.7%, E(4f1)-7.05% Using the unbiased expectations theory, calculate the current (long-term) rates for 1-, 2-, 3-, and 4-year maturity Treasury securities. (Round your answers to 2 decimal places.) Year Current (Long-term) Rates 4