Suppose we observe the following rates: 1R1 = 4.1%, 1R2 = 6.3% If the unbiased expectations theory of the term structure of interest rates holds, what is the one-year interest rate expected one year from now, E(201)? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., 32.16)) % Expected one-year interest rate Suppose we observe the three-year Treasury security rate (1R3) to be 5.3 percent, the expected one-year rate next year-E(271)--to be 5.8 percent, and the expected one-year rate the following year -E(3r1)-to be 6.2 percent. If the unbiased expectations theory of the term structure of interest rates holds, what is the one-year Treasury security rate? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., 32.16)) One-year Treasury security rate % A recent edition of The Wall Street Journal reported interest rates of 3,85 percent, 4.20 percent, 4.58 percent, and 4.85 percent for three-year, four-year, five-year, and six-year Treasury notes, respectively. According to the unbiased expectations theory of the term structure of interest rates, what are the expected one- year rates during years 4, 5, and 6? (Do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.16)) Year 4 Year 5 Year 6 Expected One-Year Rates % % %