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

${?}_1{A}_1=270\%,E(2r_1)=4\mathrm{.}00\%,E(3r_1)=4\mathrm{.}50\%,E(4r_1)=6\mathrm{.}00\%$

Using the unbiased expectations theory, calculate the current $($long$-$term$)$ rates for one$-,$ two$-,$ three$-,$ and four$-$year$-$maturity Treasury securities$.($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$

$\backslash$table$[[$Years$,\backslash$table$[[$Current $($Longterm$)],[$Rales$]],],[1,,\%$