The yeild to maturity on coupon and zero coupon bond of different maturities are shown. All bonds have a face value of $$100.$ All coupon paying bonds, pay coupons annually. For a $2$ year maturity bond, yeild to maturity is $6\%$ and coupon rate is $0.$ For a $3$ year maturity bond, yeild to maturity is $7\%$ and coupon rate is $10\%.$ If the re$-$investment rate immediately falls to $2\%$ after purchasing the $3$ year bond, what is its holding period return $($until maturity$)?$