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6-month zero rate is 10%. For a 1-year coupon bond, bond price is $95 (par value is $100). This bond makes semi-annual coupon payments with

6-month zero rate is 10%. For a 1-year coupon bond, bond price is $95 (par value is $100). This bond makes semi-annual coupon payments with coupon rate 8%. Which of the following is the 1-year zero rate. Group of answer choices 13.14% 9.68% 11.25% 8.96% 10.05%

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