Question 25 (2 points) In the capital markets, a forward rate is presented with two numbers (it should be in subscript). The left one indicates the begining period for the contract while the right one indictes the ending period. For example, 2f4=5% indicates that investors will enter a lending agreement in year 2 and end in year 4. The annual interest rate for the 2(4-2)-years contract in this illustrative example is 5%. Now we have r1=3.5%, r2=5%, r3=5.5%, 2f4=6%, what should be the price of a 4 year zero-coupon bond with a par value of 1000? The answer is 855.69 The answer is 807.25 The answer is 811.08 The answer is 847.62