B6. Currently, 1-year government zeros have a yield of 1% and Australian-government debt with a 2-year maturity and an annual coupon with a coupon rate of 4% is yielding 6%. Suppose the Australian government is going to issue a 2-year government bond with a face value of $100,000 and annual coupon payments of $3000. What is the correct, arbitrage-free value of this bond? Please show your work and circle your answer. [6 marks]