Question: The continuously compounded six-month zero rate is 4.00% per annum. The price of a one-year bond that provides a coupon of 8.75% per annum semiannually

The continuously compounded six-month zero rate is 4.00% per annum. The price of a one-year bond that provides a coupon of 8.75% per annum semiannually is 93.00. What is the one-year continuously compounded zero rate?

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