Problem 2. The term structure of interest rates, as discussed in class, is specified in terms of zero-coupon bond yields. Let the notation z(t) denote the continuously compounded yield to maturity on a zero-coupon bond maturing in t years. You are given the following information on the term structure of interest rates: - z(1)=0.07 - z(2)=0.077 - z(3)=0.082 - z(5)=0.0862 Under these market conditions, a five-year bond with redemption amount 1,000 and annual coupons in the amount of 60 is priced at a discount of 114.11 to its redemption value. Under these market conditions, what is the price of a four-year bond with redemption amount 2,000 and annual coupons in the amount of 165