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Zhang was born and raised in Beijing, China, the daughter of Zhang Yuanxiao, an economist, and Li Zhousheng, a kindergarten teacher. Zhang joined the Beijing Dance Academy at the age of 11. When Zhang's parents suggested she attend the school, she was skeptical. While at this boarding school, she noticed how catty the other girls were while competing for status amongst the teachers. Zhang disliked the attitudes of peers and teachers, so much that, on one occasion, she ran away from the school, Zhang entered China's prestigious Central Academy of Drama (regarded as the top acting college in China) at the age of 15.