The interest rate on U$.$S$.$ three$-$month Treasury bills dropped to very low levels at the end of $2008$ and remained there for several years. The table below contains data for four consecutive months

from this period. The data are the three$-$month U$.$S$.$ Treasury bill rate, $R_{US}$; the Korean $91-$day Monetary Stabilization Bond interest rate, $R_{SK}$; and the exchange rate of the U$.$S$.$ dollar against the

Korean won $($won per dollar$),E_{\frac{W}{\text{\$}}}.$

to the carry trade in month $t$ is calculated by:

$$100[(1+R_{SK,t})\frac{E_{\frac{W}{\text{\$}},t}+1}{E_{\frac{W}{\text{\$}},t}}-(1+R_{US,t})]$

decimal form in this calculation.

The return on your carry trade for Jul, $2012$ is $$.($Round your answer to two decimal places and include a minus sign if necessary.$)$

The return on your carry trade for Aug, $2012$ is $$,($Round your answer to two decimal places and include a minus sign if necessary.$)$

The return on your carry trade for Sep, $2012$ is $$.($Round your answer to two decimal places and include a minus sign if necessary.$)$