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Question 1 (10 points) Listen The continuously compounded six-month zero rate is 8.00% per annum. The price of a one-year bond that provides a coupon

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Question 1 (10 points) Listen The continuously compounded six-month zero rate is 8.00% per annum. The price of a one-year bond that provides a coupon of 7.50% per annum semiannually is 97.75. What is the one-year continuously compounded zero rate? (Answer in percent with two decimals. e.g. example 6.25)

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