6. The prices of 1, 2, 3, and 4-year zero coupon government bonds are 95.42, 90.36, 85.16, and 78.81, respectively. What is the continuously compounded 3-year zero rate? A. 6.40% B. 6.12% C. 5.07% D. 5.35%

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A:

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A:

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