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

X P6-21 (similar to) Assume the zero-coupon yields on default-free securities are as summarized in the following table Maturity Zero-Coupon Yields 1 year 80% 2 years 4.20% 3 years 4.50% 4 years 4 .90% 5 years 5.10% 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? The par coupon rate is %. (Round to two dlecimal places)