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	5.30%	5.70%	6.00%	6.20%	6.50%

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?