Currently, the term structure is as follows: One$-$year bonds yleld $9\mathrm{.}25\%,$ two$-$year zero$-$coupon bonds yield $10\mathrm{.}25\%,$ three$-$year and longer maturity zero$-$coupon boinds all yleld $11\mathrm{.}25\%.$ You are choosing between one, two, and three$-$year maturity bonds all paying annual coupons of $10\mathrm{.}25\%.$ You strongly belleve that at year$-$end the yield curve will be flat at $11\mathrm{.}25\%.$

Required:

a$.$ Calculate the one year total rate of return for the three bonds.

Note: 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,$9\mathrm{.}20\%,9\mathrm{.}26\%,11\mathrm{.}25,\%.$ please show the calculations, not excel.