Suppose you are given the information about the following four bonds that have face value of $100:

The 1-year zero-coupon bond has an YTM of 2%;

The 2-year coupon-bond with annual coupon rate of 10% has an YTM of 4%;

The 3-year zero-coupon bond has an YTM of 6%;

The 4-year coupon-bond with annual coupon rate of 12% has an YTM of 7%.

Assume that your local bank will offer the implied forward rates as the short rates between any two points in the future. If you plan to invest $100 in a savings account in the end of year 1, how much money do you expect to have in the end of year 3?

105.54; 130.31; 116.77; 123.64; 127.85