Suppose the current, zero-coupon, yield curve for risk-free bonds is as follows: a. What is the price per $100 face value of a three-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 three-year maturity? Note: Assume annual compounding. a. What is the price per $100 face value of a three-year, zero-coupon, risk-free bond? The price is $ (Round to the nearest cent.)