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On March 11, the existing or current (spot) 1-, 2-, 3-, and 4-year zero-coupon Treasury security...

On March 11, the existing or current (spot) 1-, 2-, 3-, and 4-year zero-coupon Treasury security rates were as follows:

1R1 = 0.65%,  1R2 = 1.25%,  1R3 = 1.65%,1R4 = 1.80%

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.)  

Years Forward rates

2

3

4

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