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A 30-year 9% coupon bond currently sells for $100. A 30-year 3% coupon bond with exactly the same coupon dates and maturity currently sells for

A 30-year 9% coupon bond currently sells for $100. A 30-year 3% coupon bond with exactly the same coupon dates and maturity currently sells for $50. Both bonds have $100 as the principal at maturity. Coupon is paid once a year and use continuous compounding. What is the 30-year zero rate? Calculate the percentage return per annum, round to two points below decimal in percentage (For example, 10.05%).

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