You have a short rate term structure model: r(t) = r(t-1) + m(t)*dt + v(t)*x(t), where x is a Wiener process (standard Brownian motion). The first drift term is m(0)=-0.02% and the volatility is v(0)=0.13%. We are using one year time step. The random draw from standard normal distribution was x=-2.5173. The initial one year short rate r(0)=0.22%. What is the next short rate r(1) when using the Monte Carlo simulation with a simple discretization we used in lectures?