A 10% bond with face amount 100 matures in 3 years. Find the value of the bond based on each of the following term structures for zero coupon bond spot rates, where s_0(t) denotes the nominal annual spot rate convertible semiannually for a t-year term zero coupon bond. s_0(.5) = .075 s_0(1) = .0775 s_0(1.5) = .08 s_0(2) = .08 s_0(2.5) = .0825 s_0(3) = .085 s_0(.5) = .14 s_0(l) = .1375 s_0(1.5) = .135 s_0(2) = .1325 s_0(2.5) = .13 s_0(3) = .1275