How to insert paragraphs within a bullet list?

How to insert paragraphs within a bullet list?

The title pretty much says it! I'm trying to space down within a bullet point, to create a second paragraph with the same indentation.

Like this:
      *Bullet point one: one paragraph under bullet point one.
      *Bullet point two: one para under bullet point two.
      *Bullet point three: one para, then:
      (a space, then)
      A second paragraph with no additional indentation, no new bullet point.
      *Bullet point four

So the second paragraph under bullet point three isn't a sub-bullet, nor a new main bullet. It's a continuation of bullet point three.

I've tried
  1. control + space - doesn't do anything;
  2. option + space - creates a new bullet point
  3. command + space - same
  4. shift + space - same
Is there a way to do this? If it's relevant, I'm on an up-to-date Mac, running the latest Notebook version.

Thanks!