At t$=0,$ you purchase a $4-$year, $5$ percent regular coupon bond $($paid annually$)$ that is priced to yield $6$ percent per year continuously compounded. The face value of the bond is $$1,000.$ The bond issuer is the U$.$S$.$ government $($no liquidity risk$).$You are also given that your holding period $($investment horizon$)$ equals to the maturity of the bond $($t$=4$ years$).$Suppose that the market interest rate decreases $5\mathrm{.}5$ percent$$continuously compounded$$during the first year of your purchase $($within year $1),$ and it remains at that level till the maturity of the bond.Assume that, the reinvestment rate for the first coupon payment is the new interest rate, that is$,5\mathrm{.}5$ percent continuously compounded. In addition, you will reinvest the coupon payments in a zero$-$coupon bond.What is your$$continuously compounded$$holding period return$($HPR$)$at the end of your investment horizon$($t$=4)$years$?$At t$=0,$ you purchase a $4-$year, $5$ percent regular coupon bond $($paid annually$)$ that is priced to yield $6$ percent per year continuously compounded. The face value of the bond is $$1,000.$ The bond issuer is the U$.$S$.$ government $($no liquidity risk$).$You are also given that your holding period $($investment horizon$)$ equals to the maturity of the bond $($t$=4$ years$).$Suppose that the market interest rate decreases $5\mathrm{.}5$ percent$$continuously compounded$$during the first year of your purchase $($within year $1),$ and it remains at that level till the maturity of the bond.Assume that, the reinvestment rate for the first coupon payment is the new interest rate, that is$,5\mathrm{.}5$ percent continuously compounded. In addition, you will reinvest the coupon payments in a zero$-$coupon bond.What is your$$continuously compounded$$holding period return$($HPR$)$at the end of your investment horizon$($t$=4)$years$?$