Currently, the term structure is as follows: One$-$year bonds yield $7\mathrm{.}75\%,$ two$-$year zero$-$coupon bonds yield $8\mathrm{.}75\%,$ three$-$year and longer maturity zero$-$coupon bonds all yield $9\mathrm{.}75\%.$ You are choosing between one, two, and three$-$year maturity bonds all paying annual coupons of $8\mathrm{.}75\%.$ You strongly believe that at year$-$end the yield curve will be flat at $9\mathrm{.}75\%.$Calculate the one year total rate of return for the three bonds