Suppose that the current one-year rate (one-year spot rate) and expected one-year T-bill rates over the following three years (1.e., years 2, 3, and 4, respectively) are as follows: 1/1 = 0.3%, E(r q) 1.3%, E(31) = 9.7%, E(471) = 10.05% Using the unblased 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)) One-year Two-year Three-year Four-year Current (Long-Term) Rates % % %

Suppose that the current one-year rate foneyear spot rate) and expected one-year T-bill rates over the following three years (l.e. years 2, 3, and 4 , respectively) are as foliows: Using the unblased expectations theory, calculate the current fong-term) rates for one-, wo-, three-, and four-year-maturty Treasury securtues. (Round your percentoge onswers to 3 decimal places. (e.9. 32.161))