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Consider the situation where zero rates, measured with continuous compounding, are as in the below table. Suppose that a two - year bond with a

Consider the situation where zero rates, measured with continuous compounding, are as in the below table. Suppose that a two-year bond with a principal of $100 provides coupons at the rate of 8% per annum semiannually. What is the theoretical price of the bond.
\table[[Maturity (years),Zero rate (%) with continuous compounding],[0.5,5],[1.0,6],[1.5,7],[2.0,8]]
$99.60
$99.25
$99.02
$99.89
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