A three-year $100 annuity has a price of $262.432 and a three-year zero-coupon bond has a price of $81.630. What is the one-year holding period return for each bond in each of the three rate scenarios: (1) interest rates on all maturity bonds are 6% in one year, (2) interest rates on all maturity bonds are 7% in one year, and (3) interest rates on all maturity bonds are 8% in one year. Fill in the holding period returns table.

One Year Holding Period Return

Rate Scenario (Interest Rate in One Year)	Annuity Holding Period Return	Zero Coupon Bond Holding Period Return
6%
7%
8%