4. We have a Treasury coupon bond with a maturity of 2 years and semi-annual coupon payments. The face value of the bond is $100 and the coupon rate is 4% (remember the coupon rate is an annual rate). We do not know the price of this bond, but we have the following information on the Zero-Coupon yield curve Year 0.5 1.5 YTM (06)| 2 | 2.4 | 3.2 | 3.6 (remember also that the YTM is an annual rate too). What should be the price of our coupon bond based on no-arbitrage pricing principle (i.e. we can price the bond directl;y from the zero-coupon yield curve)