For a 10-year BBB-rated corporate bond that would have a modified duration of 7.6 at the end of the year. Using the corporate transition matrix below, what is the expected yield loss (or the % return below the YTM) on the bond over the next to account for a possible credit downgrade even if there is no default.

\begin{tabular}{|l|l|l|l|l|l|l|l|l|} \hline From/TO & AAA & AA & A & BBB & BB & B & CCC, CC, C & D \\ \hline BBB & 0.02 & 0.28 & 2.80 & 85.24 & 6.73 & 2.75 & 1.45 & 0.73 \\ \hline Credit Spread & 0.60 & 1.02 & 1.35 & 1.76 & 4.01 & 7.76 & 11.34 & \\ \hline \end{tabular} \begin{tabular}{|l|l|l|l|l|l|l|l|l|} \hline From/TO & AAA & AA & A & BBB & BB & B & CCC, CC, C & D \\ \hline BBB & 0.02 & 0.28 & 2.80 & 85.24 & 6.73 & 2.75 & 1.45 & 0.73 \\ \hline Credit Spread & 0.60 & 1.02 & 1.35 & 1.76 & 4.01 & 7.76 & 11.34 & \\ \hline \end{tabular}