Assume the discount on the 1-month zero-coupon stays the same for a full year, i.e., you can purchase 1-month zero-coupons for $0.9963 each month. Assume that, at the end of each month, when you receive the total face value, you reinvest the total amount in a new set of 1-month zero-coupons.

b) What is the total return you would make over the entire year? (show your work)