A $3-$month zero$-$coupon bond is selling for $$99\mathrm{.}5$ and a $10-$year zero$-$coupon bond is selling for $$67\mathrm{.}1.$ Both bonds have a face value of $$100.$ What's the $1$ g$-$year $-3-$month spread in their yields? Answer in percent, rounded to one decimal place.

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