Question: The continuously compounded six-month zero rate is 8.00% 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 8.00% per annum. The price of a one-year bond that provides a coupon of 6.75% per annum semiannually is 95.25. What is the one-year continuously compounded zero rate? (Answer in percent with two decimals. e.g. example 6.25)

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