On March $11,$ the existing or current $($spot$)1-,2-,3-,$ and $4-$year zero$-$coupon Treasury security rates were as follows:

$1$R$1=0\mathrm{.}60\%,1$R$2=1\mathrm{.}25\%,1$R$3=1\mathrm{.}65\%,1$R$4=1\mathrm{.}80\%$

Using the unbiased expectations theory, calculate the $1-$year forward rates on zero$-$coupon Treasury bonds for years $2,3,$ and $4$ as of March $11.($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$