Assume that a portfolio manager has a 3-year investment horizon. Currently, a 10-year bond offers a 5% coupon rate and sells so it yields (to maturity) 4%. Assume that the portfolio manager predicts that this (7-year, at that time) bond will sell so it yields 4% and that the coupon income from the bond will have to be reinvested at 4%. What would be the (predicted) total return on the bond investment during the 3-year investment horizon?