hat is the $1-$year zero rate $($continuously compounding$)$ implied from the table below? Assume coupons are paid semi$-$annually for coupon bonds.

Bond Principal $($$$)$ Time to Maturity $($yrs$)$ Coupon per year $($$$)$ Bond price $($$$)$

$1000\mathrm{.}50097\mathrm{.}43$

$1001\mathrm{.}00498\mathrm{.}97$

$1001\mathrm{.}506101\mathrm{.}62$

$1002\mathrm{.}008106\mathrm{.}28$

$3\mathrm{.}76\%$

$5\mathrm{.}00\%$

$5\mathrm{.}50\%$

$5\mathrm{.}21\%$

$4\mathrm{.}85\%$

$4\mathrm{.}88\%$

$6\mathrm{.}05\%$

$5\mathrm{.}25\%$