A 3 year Spanish bond pays an annual coupon of 2%. You own a nominal of EUR 5.000.000 of this bond with a coupon payment having just been made. The zero coupon rates are as follows: 1 year zero coupon rate : 0.10% 2 year zero coupon rate : 0.40% 3 year zero coupon rate : 0.60% The bond's price is closest to: Select one: a. 104.16% b. 104.86% C. 104.06% d. 105.16 e. 102.26% f. 99.98% g. Not enough information