Currently, the term structure is as follows: One$-$year bonds yield $9\mathrm{.}75\%,$ two$-$year zero$-$coupon bonds yield $10\mathrm{.}75\%,$ three$-$year and longer maturity zero$-$coupon bonds all yield $11\mathrm{.}75\%.$ You are choosing between one, two, and three$-$year maturity bonds all paying annual coupons of $10\mathrm{.}75\%.$ You strongly believe that at year$-$end the yield curve will be flat at $11\mathrm{.}75\%.$

Required:

a$.$ Calculate the one year total rate of return for the three bonds. $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$

$\backslash$table$[[,$One Year,Two Years,Three Years,$],[$One year total rate of return,,$\%,\%,\%$