You are pursuing an arbitrage trade that involves buying a $29\mathrm{.}5-$year Treasury bond and going short a similar $30-$year Treasury bond. You put up $$10$mm capital to do this trade, and using this as your collateral you buy $$200$mm market value of the $29\mathrm{.}5-$year Treasury and short $$200$mm market value of the $30-$year Treasury. Assume that at trade inception the $29\mathrm{.}5-$year Treasury has a market price of $$100$ and the $30-$year Treasury has a market price of $$100$ as well. On the next day, the $30-$year Treasury price falls to $$99$ while the $29\mathrm{.}5-$year Treasury price does not change. What is the percent return on your capital investment over this one day period. $($Ignore any financing cost of the trade and assume your capital does not earn any interest.$)$

a$)-1\%$ b$)+10\%$ c$)-10\%$ d$)+20\%$ e$)-20\%$