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	4.704.70%	5.305.30%	5.605.60%	5.805.80%	5.905.90%

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

$ 1 comma 000$1,000

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

The par coupon rate is

nothing%.

(Round to two decimal places.)