A four$-$year corporate bond with a fixed $6\%$ annual coupon rate and a par value of $$1,000$ is rated AA$.$ Its modified duration is projected at $2\mathrm{.}75$ at the end of the first year. Given the representative One$-$Year Corporate Transition Matrix $($entries are in $\%)$ and assuming no default, what$$s the expected return on the bond over the next year solely attributable to possible credit rating changes?