Suppose the current, zero$-$coupon, yield curve for risk$-$free bonds is as follows: $($Click on the following icon $$ in order to copy its contents into a spreadsheet.$)$

a$.$ What is the price per $$100$ face value of a $3-$year, zero$-$coupon, risk$-$free bond?

b$.$ What is the price per $$100$ face value of a $4-$year, zero$-$coupon, risk$-$free bond?

c$.$ What is the risk$-$free interest rate for a $4-$year maturity?

Note: Assume annual compounding.

a$.$ What is the price per $$100$ face value of a $3-$year, zero$-$coupon, risk$-$free bond?

The price is $$,($Round to the nearest cent.$)$

b$.$ What is the price per $$100$ face value of a $4-$year, zero$-$coupon, risk$-$free bond?

The price is $$,($Round to the nearest cent.$)$

c$.$ What is the risk$-$free interest rate for a $4-$year maturity?

The risk$-$free rate is $,\%.($Round to two decimal places.$)$