Consider again the zero rates and maturities in the table of the previous problem. Suppose that

$B$ is a bond with maturity $T=3$ years, and which pays an annual coupon of $C=6\%.$ Suppose

further that its annually compounded yield is $5\mathrm{.}3\%.$ What is the continuously compounded spot

rate for maturity $3$ years?

Please do Question $3$