Today, you purchase a $20$ year, $3\mathrm{.}2\%$ coupon bond with semi$-$annual payments. The bond is rated AAA, and you note that AAA bonds are selling at a credit spread of $125$ basis points above Treasuries. Comparable Treasury securities have a yield$-$to$-$maturity of $2\mathrm{.}5\%.$ Six years from now, immediately after receiving the $12$th semi$-$annual coupon payment, you sell the bond. At the time you see the bond, it is still AAA and credit spreads have remained constant. However, at that time, comparable Treasuries have a yield$-$to$-$maturity of $3\mathrm{.}7\%.$ What is the holding period return?