Examples for Spread

$xYZ$ bond is trading at a $6\%$ discount $(94\%$ of par$)$ with an $8\%$ semi$-$annual coupon and

$10$ years to maturity. Assume a flat swap curve at $10\%$ and a spot rate of $9\mathrm{.}6\%$

compounded continuously for all maturities. The bond price is calculated using the

following expression:

$0\mathrm{.}94=(\frac{0\mathrm{.}08}{2}){\displaystyle \underset{i=1}{\overset{102}{}}}{e}^{-(0\mathrm{.}096+z)}0\mathrm{.}5x+e^{-(0\mathrm{.}096+z)10}$

Process how to solve for z$?$ What is the value of z$?$