QUESTION $2$

A Treasury Note has a coupon rate of $4\%($paid semi$-$annually$)$ and a par value of $$100.$ There are $1\mathrm{.}5$ years to maturity. The forward rates are $f_0=0\mathrm{.}0175,f_1=0\mathrm{.}018,$ and $f_2=0\mathrm{.}0208.$ Find the price.

a$.100\mathrm{.}361$

b$.100\mathrm{.}000$

C$.102\mathrm{.}000$

d$.98\mathrm{.}987$

e$.101\mathrm{.}325$