Unbiased Expectations Theory 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 - 6%, E(2r1) = 7%, E(3r1) = 7.5%, E(4r1) = 7.85% Using the unbiased expectations theory, calculate the current (long-term) rates for one-, two-, three-, and four-year-maturity Treasury securities. Plot the resulting yield curve. (LG5)