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6. The following table records current prices for zero-coupon bonds of various maturities (all securities have a face value of $100): Bond Maturity Price ($)

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6. The following table records current prices for zero-coupon bonds of various maturities (all securities have a face value of $100): Bond Maturity Price ($) A 1 95.24 B 2 89.85 C 3 83.96 Use the prices to value a bond (D) with a coupon rate of 5% per year, $100,000 face value, and three years remaining to maturity (annual coupon payments). (Hint: assume you are allowed to both buy and short different bonds, and the amounts you buy or short of any given bond can be fractions of a bond, if needed)

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