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Assume the 1-year spot rate is 8%, the 2-year spot rate is 9%, the 3-year spot rate is 10%, the three-year zero price is closet

Assume the 1-year spot rate is 8%, the 2-year spot rate is 9%, the 3-year spot rate is 10%, the three-year zero price is closet to:

A. 0.9091

B. 0.7513

C. 0.7722

D. 0.7938

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