Suppose that the current one$-$year rate $($one$-$year spot rate$)$ and expected one$-$year Treasury bill rates over the following three years $($i$.$e$.,$ years $2,3,$ and $4,$ respectively$),$ along with the associated liquidity premiums, are as follows:

R$11$

$=0\mathrm{.}94\%$

E$($r$12)$

$=1\mathrm{.}55\%$

E$($r$13)$

$=2\mathrm{.}64\%$

E$($r$14)$

$=3\mathrm{.}31\%$

L$2$

$=0\mathrm{.}05\%$

L$2$

$=0\mathrm{.}12\%$

L$2$

$=0\mathrm{.}18\%$

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

Note: Round your percentage answers to $2$ decimal places $($i$.$e$.,0\mathrm{.}1234$ should be entered as $12\mathrm{.}34).$