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 3.30% 3.80% 4.00% 4.40% 4.50% Consider a four-year, default-free security with annual coupon payments and a face value of $ 1 comma 000 that is issued at par. What is the coupon rate of this bond? The par coupon rate is nothing%. (Round to two decimal places.)