Suppose that 1-year, 2-year, 3-year, and 4-year zero rates are, respectively, 2%, 3%, 4%, and 5% per annum with continuous compounding. Compute the cash price of a bond with a face value of $100 that matures in 4 years and pays an annual coupon of 3% at the end of each year. Assume that the bond has just been issued and that the first annual coupon is paid in one year.