Consider the following information for bonds A$,$ B and C$,$ illustrated in Table $1.$ Coupons payments are annual and there is no risk of default.

Table $1$

$\backslash$table$[[$Bond$,$Face Value,Coupon rate,$\backslash$table$[[$Maturity$],[($years$)]],$Market Price$],[$A$,$$$100,0\%,1,$$$95\mathrm{.}24$