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You purchase a zero-coupon Treasury bond when its YTM is 6.3% and it has exactly 11 years remaining until maturity. You hold the bond for

You purchase a zero-coupon Treasury bond when its YTM is 6.3% and it has exactly 11 years remaining until maturity. You hold the bond for 6 months and then sell it. If the yield-to-maturity is 4.2% when you sell it, what is your percentage return (not annualized) over this 6-month holding period? When computing bond prices, use a semi-annual compounding period. Enter your answer as a decimal and show 4 decimal places. For example, if your answer is 6.25%, enter .0625.

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