Consider a $10-$year, $8\mathrm{.}75\%$ annual coupon bond which was issued at a yield$-$to$-$maturity of $6\mathrm{.}0\%.$ You purchased the bond when it had two years left before maturity for a price that was $$100$ less than the bond was purchased for at issuance. You held the bond for two years $($until maturity$)$ and the bond did not default. What was the annual return you earned over these two years?

$6\mathrm{.}85\%$

$7\mathrm{.}74\%$

$3\mathrm{.}37\%$

none of these.