Question: The six-month zero rate is 8% per annum with continuous compounding. The price of a one-year bond (par value of $100.that provides a coupon of

The six-month zero rate is 8% per annum with continuous compounding. The price of a one-year bond (par value of $100.that provides a coupon of 5% per annum semiannually is $93. What is the one-year continuously compounded zero rate?

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