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

$1R_1=0\mathrm{.}48,E(2r_1)=1\mathrm{.}48,E(3r_1)=1\mathrm{.}9\%,E(4r_1)=2\mathrm{.}25\%$

Using the unblased expectations theory, calculate the current $($long$-$term$)$ rates for one$-,$ two$-,$ three$-,$ and four$-$year$-$maturity Treasury securities$.($Round your percentage answers to $3$ decimal places. $($e$.$g$.,32\mathrm{.}161))$

$\backslash$table$[[,\backslash$table$[[$Curront $($Long$-$Torm$)],[$Rates$]]],[$One$-$year,,$\%$