Suppose that the current one-year rate (one-year spot rate) and expected oneyear T-bill rates over the following three years (i.e., years 2, 3, and 4, respectively) are as follows: 1R1=0.4%,E(2r1)=1.4%,E(3r1)=10.7%,E(4r1)=11.05% Using the unbiased expectations theory, calculate the current (long-term) rate for the four-year-maturity Treasury security (i.e., 1R4 ) (Round your answers to 3 decimal places. (e.g., 32.161)) 4.999% 5.769% 5.964% 5.694%