Question: Consider 2 securities with face value equal to 1 0 0 . One year pure discount bond selling at $ 9 3 . 0 7

Consider 2 securities with face value equal to 100.
One year pure discount bond selling at $93.07.
One two year zero 7.97% discount bond selling at $96.69.
What is the two year zero coupon rate R(0,2)?
Answer in percentage with 3 decimal digit accuracy.

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