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Suppose a 1-year zero coupon bond trades at price 95.581, and a 2-year bond making annual coupon payments at rate 2% trades at price 99.716

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Suppose a 1-year zero coupon bond trades at price 95.581, and a 2-year bond making annual coupon payments at rate 2% trades at price 99.716 (both bonds have face value 100). What is the 2-year pure yield (percentage point, continuously compounded, round to second decimal place)

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