A $2-$year maturity bond with face value of $$1,000$ makes annual coupon payments of $$96$ and is selling at face value. What will be the rate of return on the bond if its yield to maturity at the end of the year is:

Note: Do not round intermediate calculations. Enter your answers as a percent rounded to $2$ decimal places.

Rate of Return

a$.6\%\%$

b$.9\mathrm{.}6\%\%$

c$.11\mathrm{.}6\%\%$