The table below contains information about the yield curve at times t = 0 and t = 1. 1-year spot rate 2-year spot rate 3-year spot rate t=0 r1,0 r1,0 = 2.49% T2,0 = 2.86% - r3,0 = 3.19% t=1 r1,1 = 2.33% 12,1 = 2.7% T3,1 = 3.03% Suppose you buy a three-year maturity zero-coupon bond at time t = 0 and you sell it at time t = 1. What is the net return on your trade? Express your answer in percentage points. That is, if your answer is 5.05%, then enter it as 5.05.