Change all blog information to /blog/

Under Settings > Permalinks [in my wordpress backend]

I have my posts set up like this: /blog/%postname%/

When I click on the drop down to my archives I go to https://mywebsite.com/2013

but when I click on the drop down to my categories I go to

https://mywebsite.com/blog/category-one

Both of these show the incorrect pages. I tried to change my category & tag permalinks to blog/%category% but it did not make any difference.

Help.