.2. d Out of Consider the following information: The interest rate of a 1-year, riskless, currency-A-denominated bond is 3.50%. The interest rate of a 1-year, riskless, currency-B-denominated bond is 1.51%. The current spot price of currency A is 1.02 units of currency B. There are no arbitrage costs. Assume that we have 1000 units of currency A and expect that the spot price of currency A one year later will be 1.03 units of currency B. Using the 1000 units of currency A, what is our uncovered expected gross return from holding the currency-B- denominated bond, in units of currency A? (Round your answer to two decimal places.)