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 = 5 percent, E(2r1) = 5.5 percent, E(3r1) = 7.5 percent E(4r1) = 6.75 percent Using expectations theory, calculate the current (long-term) rates for one-, two-, three-, and four-year-maturity Treasury securities. Note that xRy is the interest rate that applies from time x for y periods, and x = 1 is the present.