Question: The continuously compounded six-month zero rate is 4.25% per annum. The price of a one-year bond that provides a coupon of 6.75% per annum semiannually

The continuously compounded six-month zero rate is 4.25% per annum. The price of a one-year bond that provides a coupon of 6.75% per annum semiannually is 92.75. What is the one-year continuously compounded zero rate? (Answer in percent with two decimals

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