A 10-year 8% coupon bond currently sells for $906. A 10-year 4% coupon bond currently sells for $781. What is the 10-year zero rate with ANNUAL compounding? (Hint: Consider taking a long position in two of the 4% coupon bonds and a short position in one of the 8% coupon bonds. Both bonds have the same issuer and have a Facevalue of $1000) NOTE - Final answer should be expressed as a % correct 2 d.p. (for example enter 1.9543% as 1.95 without a % sign. Answers within +/- 0.02 are considered correct)