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The six-month zero rate is 7% per annum with semiannual compounding. The price of a one-year bond (with a face value of 100) that provides

The six-month zero rate is 7% per annum with semiannual compounding. The price of a one-year bond (with a face value of 100) that provides a coupon of 6.4% per annum semiannually is 95.2. What is the one-year continuously compounded zero rate? Answer as a percent with two decimal place accuracy

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