Consider the following risk-free T-bill and coupon bonds available for sale in the bond market (annual coupons):

Maturity	Price	Coupon
1	942	T-bill (zero coupon bond)
2	995	6.3%
3	998	7.5%
4	985.25	6.75%

Construct the term structure of interest rates for these four years.

Your company plans to issue four-year maturity bonds. You plan to issue bonds priced at $1010. At what level should you plan to set the coupon on your bond to justify this price?