Question: What is the 1-year zero rate (continuously compounding) implied from the table below? Assume coupons are paid semi-annually for coupon bonds. Bond Principal ($) Time

What is the 1-year zero rate (continuously compounding) implied from the table below? Assume coupons are paid semi-annually for coupon bonds. Bond Principal ($) Time to Maturity (yrs) Coupon per year ($) Bond price ($) 100 0.50 0 97.43 100 1.00 4 98.97 100 1.50 6 101.62 100 2.00 8 106.28

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