Suppose that the current spot rate curve (annually compounded) is s1=2%, s2=6%. Assume that one year from now, the spot rate curve will be s'1=3%, s'2=6%. Consider a 2-year bond with annual coupon 3%. If you purchase that bond today and hold it for one year, what will be your total return (i.e. consider both price change and coupon)? (nearest 0.01%, and e.g. write 5.02 for 5.02%)