Assuming a constant default probability per year and a constant loss given default, for a simplified reduced form model, and given the following information about a bond:

$\backslash$table$[[$Face value,$52],[$Time to maturity,$3],[\backslash$table$[[$Default intensity$],[(\%)]],1\mathrm{.}1],[\backslash$table$[[$Loss given$],[$default $(\%)]],30],[\backslash$table$[[$Price of $3$ year$],[$risk free zero$],[$coupon bond$],[($per $$)]],0\mathrm{.}95]]$

What is the probability of the bond's default before maturity?

Enter answer in percents.

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$3,25$ margin of error $+1-1\%$