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Suppose you observe the following continuously compounded zero-coupon bond yields: 4.54% (1-year), 4.02% (2-year), 3.39% (3-year). Compute the 2-year zero-coupon bond price assuming a $1

Suppose you observe the following continuously compounded zero-coupon bond yields: 4.54% (1-year), 4.02% (2-year), 3.39% (3-year). Compute the 2-year zero-coupon bond price assuming a $1 par value.

	a.	0.93924
	b.	0.92275
	c.	0.91960
	d.	0.49125
	e.	0.96060

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