Suppose the current, zero-coupon, yield curve for risk-free bonds is as follows a. What is the price per $100 tace 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 isk-free interest rate for a 3-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 iss (Round to the nearest cent) c. What is the risk-tree interest rate for a 3 -year maturity? The tisk tree rate is 4 (Round to two decimal places)