Suppose that under the Gauss+ model, the long-term factor is currently at 3.0% with a volatility parameter of 120 bps. The speed of mean reversion for the factor is estimated to be 0.04, and the realized $dW_t$ in the long-term factor process is 0.24. Further, you have estimated that the change in long-term factor over a 6-month period is 0.40%. What is the value of the constant that the long-term factor mean reverts to?_