A bond pays interest semi-annually and its coupon rate is 6%, it is sold between the coupon payment dates and the settlement date is 30 days away from the last coupon payment date, the number of days between the last coupon payment date and the next coupon payment date is 180, the bond still has six remaining payments. Its annual yield-to-maturity is 7%. The flat price of this bond on the settlement date is closet to:

Select one:

a. 99.34

b. 101.12

c. 97.40