What is the one-year continuously compounded zero rates

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The six-month zero rate is 8% per annum with semi-annual compounding. The price of a one-year bond that provides a coupon of 6% per annum semi annually is 95. What is the one-year continuously compounded zero rates?

*Note: par value of this bond is 100. Use at least 6 decimals for calculation

Reference no: EM13720794

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