You observe the following yield curve for risk-free government zeros:

Years to Maturity	Yield
3	7%
6	8.25%
9	9.25%
12	11%
15	13%

You believe the yield curve will remain the same over the next 20 years, and you decide to buy 9-year zeros, and sell them after 6 years. To your surprise, after 6 years the yield curve shifts and instead becomes:

Years to Maturity	Yield
3	8%
6	8.5%
9	10%
12	11.75%
15	12.25%

What is your annualised rate of return, if you sell the bond as planned after 6 years? Please choose the answer that is closest to the correct answer.

Group of answer choices

8.66\%

6.56\%

2.98\%

9.88\%

5.22\%