Suppose that the current one$-$year rate $($one$-$year spot rate$)$ and expected one$-$year T$-$bill rates over the following three years $($i$.$e$.,$ years $2,3,$ and $4,$ respectively$)$ are as follows:

${?}_1{R}_1=0\mathrm{.}5\%,E(2r_1)=1\mathrm{.}5\%,E(3r_1)=8\mathrm{.}6\%,E(4r_1)=8\mathrm{.}95\%$

Using the unbiased expectations theory, calculate the current $($long$-$term$)$ rates for one$-,$ two$-,$ three$-,$ and four$-$year$-$maturity Treasury securities$.($Round your percentage answers to $3$ decimal places. $($e$.$g$.,32\mathrm{.}161))$

$\backslash$table$[[,\backslash$table$[[$Current $($Long$-$Te$],[$Rates$]],$rm$)],[$One$-$year,$0\mathrm{.}500,\%$