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: 1R1=0.58,E(2F1)=1.58,E(3F1)=9.68,E(r1r1)=9.956 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., 32.161))