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$(2$r $1)=1\mathrm{.}5\%,$ E$(3$r$1)=9\mathrm{.}6\%,$ E$(4$r$1)=9\mathrm{.}95\%$

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$.,32\mathrm{.}161))$

Answer is complete but not entirely correct.

Current $($Long$-$Term$)$ Rates

One$-$year $0\mathrm{.}500$selected answer correct $\%$

Two$-$year $1\mathrm{.}000$selected answer correct $\%$

Three$-$year $3\mathrm{.}799$selected answer incorrect $\%$

Four$-$year $5\mathrm{.}243$selected answer incorrect $\%$