Chun https.253A%252F%252Fnewconnect.enheducation IT 3 Maps M Gmail Cite The For Me T How Amazon Ch. 8 Career Choice & Benefits and perle Week 3 Help Save & Exit Submit Check my work Problem 6-6 Unbiased Expectations Theory (LG6-7) Suppose that the current 1-year rate (1-year spot rate) and expected 1-year T-bill rates over the following three years the years 2, 3. and 4. respectively) are as follows. 2*1 = 2.86%, E(211) = 420%, EG 1) = 470%, (40) -6.20% Using the unbiased expectations theory, calculate the current (long-term) rates for 1.2.3-, and 4-year-maturity Treasury securities. Plot the resulting yield curve. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Years Current (Long- Term) Rates 1 2 3 % 4 * RI Chun https.253A%252F%252Fnewconnect.enheducation IT 3 Maps M Gmail Cite The For Me T How Amazon Ch. 8 Career Choice & Benefits and perle Week 3 Help Save & Exit Submit Check my work Problem 6-6 Unbiased Expectations Theory (LG6-7) Suppose that the current 1-year rate (1-year spot rate) and expected 1-year T-bill rates over the following three years the years 2, 3. and 4. respectively) are as follows. 2*1 = 2.86%, E(211) = 420%, EG 1) = 470%, (40) -6.20% Using the unbiased expectations theory, calculate the current (long-term) rates for 1.2.3-, and 4-year-maturity Treasury securities. Plot the resulting yield curve. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Years Current (Long- Term) Rates 1 2 3 % 4 * RI