Clara Barnett, a fixed income analyst, wishes to assign a value to an illiquid bond issued by Celadon Ceramics. The semiannual coupon bond has a coupon rate of 7.50% and exactly 3 years until maturity. Barnett has identified two comparable bonds with recent transaction data: Comparable Bond Maturity Yield to Maturity A 2 years 6.87% B 5 years 7.19% Using matrix pricing, the value of the Celadon bond per 100 of par value is closest to:

A) 99.57.

B)101.15.

C)101.39.