2. (5 points) Zero-coupon bond prices that matures for 100 in 1 year is 97, a similar bond that matures in 2 years is priced at 92. If a similar bond that matures with 100 and is zero-coupon) sells at X for a 3-year bond and at 0.95X for a 4-year bond, what is the price of the 4-year zero-coupon bond if the swap rate for a 4-year interest rate swap is 4.7%? A. 83 B. 83.10 C. 83.20 D. 83.30 E. 83.40