An analyst calculates the value of a corporate bond with an annual coupon rate of 3.25% and three years left to maturity. The analyst constructs the binomial interest rate tree as follows:

Year 0	Year 1	Year 2
---	---	8.1823%
---	6.0139%	---
3.0000%	---	6.6991%
---	4.9238%	---
---	---	5.4848%

The discount factors for years 1, 2, and 3 are 0.9709, 0.9206, and 0.8623, respectively. Assuming the recovery rate is 40% and the annual probability of default is 1.50%, the credit valuation adjustment to the value of the bond is closest to: