You just bought a zero-coupon bond at a price of 90.7% and will hold it until its maturity in two years. Suppose that (i) at the end of the first year, the annual interest rate rises by 3% (i.e., initial level + 3%), and (ii) at the end of the second year, the annual interest rate further increases by 2% (i.e., initial level + 5%). What is the bond return on each of these two days when the interest rate changes (i.e., compute R2 for these two shocks)? -2.8% and 0% -3% and -2% 0% and 0% -3% and -5%