Suppose that continuously compounded zero rates with their corresponding maturities are given

as follows:

$3.$ 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?

$($Typically$,$ zero coupon bonds only trade for short maturities. This example shows how the

prices of coupon bonds can be used to compute zero rates for larger maturities.$)$

NB: please only do question $3.$ Thank you