On September $20,2023,$ you enter into a forward rate agreement for the period of March $20,2024$ to September $20,2024($six months later to one year later$).$ The current price of a six month zero$-$coupon bond is $98\mathrm{.}41$ per $$100$ of face value, and the current price of a one year zero$-$coupon bond is $$96\mathrm{.}35$ per $$100$ of face value.

What must the forward rate for the six months ranging from March $20,2024$ to September $20,2024$ be so that there is no arbitrage opportunity available. Make sure you express your final answer as an annual interest rate $($e$.$g$.,0\mathrm{.}1020$ per annum instead of $0\mathrm{.}0510$ per six months$)$ to four decimal places.

Note: Please express your answer as a decimal and not a percentage. For instance, a forward rate of $5\%$ should be expressed as $0\mathrm{.}05,$ a forward rate of $50\%$ should be expressed as $0\mathrm{.}5,$ and a forward rate of $500\%$ should be expressed as $5.$