A

Assume the zero-coupon yields on default-free securities are as summarized in the following table:

Maturity	1 year	2 years	3 years	4 years	5 years
Zero-Coupon Yields	4.40%	4.90%	5.20%	5.60%	6.00%

Consider a four-year, default-free security with annual coupon payments and a face value of $1,000

that is issued at par. What is the coupon rate of this bond?