A one-year zero-coupon risk-free bond with a face value of $1,000 is selling for $971.29. A two-year zero-coupon risk-free bond with a face value of $1,000 is selling for $906.78. If a three-year risk-free bond with a face value of $1,000 that pays 11.2% annual coupons has a price of S934.99, what must be the three-year zero-coupon bond rate on the yield curve? O a. 15.34% Ob 16.14% O c. 18.08% O d. 17.61% O e. 14.70%