Show the formula (detailed solution please)

The answer is given as $96.62

Please tell me how get this number

A bond paying annual coupons of 10% with exactly 2 years remaining until maturity has a face value of $100 and currently trades at a yield to maturity of 4.9307%. Two year zero coupon bonds currently trade at a yield of 5%. All bonds are risk-free.

What no-arbitrage price for one year zero coupon bond with face value of $100?