Question: The 6-month zero rate is 10% per annum continuously compounding. The price of a one-year bond that provides a coupon of 10% per annum semiannually

The 6-month zero rate is 10% per annum continuously compounding. The

The 6-month zero rate is 10% per annum continuously compounding. The price of a one-year bond that provides a coupon of 10% per annum semiannually is 97. What is the one-year continuously compounded zero rate? O 8.02% 8.00% 6.96% 11.01%

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