Suppose that the current $1-$year rate $(1-$year spot rate$)$ and expected $1-$year T$-$bill rates over the following three years $($i$.$e$.,$ years $2,3,$ and $4,$ respectively$)$ are as follows:

$1$R$1=5\%,$ E$(2$r$1)=6\%,$ E$(3$r$1)=6\mathrm{.}60\%,$ E$(4$r$1)=6\mathrm{.}95\%$

Using the unbiased expectations theory, calculate the current $($long$-$term$)$ rates for one$-,$ two$-,$ three$-,$ and four$-$year$-$maturity Treasury securities$.$