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Consider 2 securities with face value equal to 100. - One year pure discount bond selling at $93.69. One two year 7.86% discount bond selling

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Consider 2 securities with face value equal to 100. - One year pure discount bond selling at $93.69. One two year 7.86% discount bond selling at $96.81. What is the two year zero coupon rate R(0,2)? Answer in percentage with 3 decimal digits accuracy. Example: 8.573. Consider 2 securities with face value equal to 100. - One year pure discount bond selling at $93.69. One two year 7.86% discount bond selling at $96.81. What is the two year zero coupon rate R(0,2)? Answer in percentage with 3 decimal digits accuracy. Example: 8.573

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