Herry is planning to purchase a Treasury bond with a coupon rate of 2.65% and face value of $100. The maturity date of the bond is 15 March 2033. (d) If Henry purchased this bond on 4 March 2020, what is his purchase price (rounded to four decimal places)? Assume a yield rate of 3.02% p.a. compounded half-yearly. Henry needs to pay 25.6% on coupon payment and capital gain as tax payment. Assume that all tax payments are delayed by half year.

a. 72.7490

b. 97.2533

c. 86.5246

d. 87.7182