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Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: 0.95964 (1-year), 0.92867 (2-year), 0.91338 (3-year). Compute the 3-year continuously compounded zero-coupon

Suppose you observe the following zero-coupon bond prices per $1 of maturity payment: 0.95964 (1-year), 0.92867 (2-year), 0.91338 (3-year). Compute the 3-year continuously compounded zero-coupon bond yield.

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