Assume that a bond will make payments every six months as shown on the following timeline (using six-month periods): Period 0 1 59 60 $20.92 $20.92 $20.92 $20.92 $20.92 + $ 1 000 a. What is the maturity of the bond (in years)? b. What is the coupon rate (as a percentage)? c. What is the face value? a. The maturity is years. (Round to the nearest integer.) b. The coupon rate is %. (Enter your response as a percent rounded to two decimal places.) c. The face value is $ (Round to the nearest dollar.) The current zero-coupon yield curve for risk-free bonds is as follows: Maturity (years) YTM 2 5.51% 3 5.72% 4 5.97% 5 6.04% 4.98% What is the price per $100 face value of a four-year, zero-coupon, risk-free bond? The price per $100 face value of the four-year, zero-coupon, risk-free bond is $ (Round to the nearest cent.)