The 4-year zero rate is 4.59% and the 6-year zero rate is 6.68%. Both rates are continuously compounded annual rates. What is the forward rate for the period from when the shorter maturity zero matures until the time that the longer maturity zero matures?

Do not round values at intermediate steps in your calculations. Enter your answer in percent to two decimal places, but do not type the % symbol. For example, enter a solution of 12.34% as 12.34. Convert a decimal solution for an interest rate to a percent rate, e.g., if your decimal solution is 0.1234, then enter the solution as 12.34