Suppose you observe the following zero$-$coupon bond prices per $$1$ of maturity payment: $0\mathrm{.}96154(1-$year$),0\mathrm{.}91573(2-$year$),0\mathrm{.}87630(3-$year$),0\mathrm{.}82270(4-$year$),0\mathrm{.}77611(5-$year$).$ What is the continuously compounded zero yield for the $3-$year bond?

Question $17$ options:

$3\mathrm{.}921911\%$

$4\mathrm{.}401686\%$

$4\mathrm{.}401559\%$

$4\mathrm{.}879092\%$

$5\mathrm{.}069220\%$