The current price of XYZ stock is $$103.$ The seven$-$month forward price for XYZ stock is $$106.$ Assume that no dividends are paid before maturity. If the forward price is determined by no$-$arbitrage pricing, then the continuously compounded interest rate is: $[$provide your answer in percent per year, for instance, $3\mathrm{.}21$ for $3\mathrm{.}21\%,$ round to two decimals$]$