The Treasury just sold a bunch of 5-year, zero coupon $100 face-value bonds for an interest rate (r_rf) of 6.0%. If r_inf is 2.0% at the time of the sale, then jumps to 3.0% the next day, what is (approximately) r_rf of the bonds on the next day? Assume nothing changes overnight except for the jump in the inflation rate. Hint: Assume r_rf = r_inf + all other treasury bond interest rate risks.