Suppose the current zero-coupon yield curve for risk-free bonds is as follows: Maturity (years) 1 2 3 4 5 YTM 5.00% 5.50% 5.75% 5.95% 6.05%

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

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

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