A 2-year 10% annual coupon bond of a company is trading at $1072.27 per $1000 face value. A 2-year zero coupon bond of the same issuer is trading at $907.03 per $1000 face value. Use no-arbitrage arguments to find what should be the price of a 1-year zero coupon bond of the same issuer for $100 face value?

Select one:

a.$62.89

b.$65.62

c.$55.85

d.$74.54

e.$72.27