Question: On March 11, 20XX, the existing or current (spot) 1-, 2-, 3-, and 4-year zero-coupon Treasury security rates were as follows: 1R1 = 0.75%, 1R2

On March 11, 20XX, the existing or current (spot) 1-, 2-, 3-, and 4-year zero-coupon Treasury security rates were as follows:
1R1 = 0.75%,
1R2 = 1.35%,
1R3 = 1.75%,
1R4 = 1.90%
Using the unbiased expectations theory, calculate the 1-year forward rates on zero Treasury bonds for years 2, 3, and 4 as of March 11, 20XX.

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