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 = 0.75%, 1 R 2 = 1.35%, 1 R 3 = 1.75%, 1 R 4 = 1.90% Using the unbiased...

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 = 0.75%,₁
R
₂= 1.35%,₁
R
₃= 1.75%,
₁
R
₄
= 1.90%
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.)