Question: Question 2 (10 points) The continuously compounded six-month zero rate is 4.00% per annum. The price of a one-year bond that provides a coupon of

Question 2 (10 points) The continuously compounded six-month zero rate is 4.00% per annum. The price of a one-year bond that provides a coupon of 7.75% per annum semiannually is 92.25. What is the one-year continuously compounded zero rate? (Answer in percent with two decimals. e.g. example 6.25) Your

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