Suppose you observe the following prices for zero-coupon bonds (pure discount bonds) that have no risk of default: Maturity 1 year 2 years Price per $1 of Face Value 0.97 0.90 Yield to Maturity 3.093% a. What should be the price of a 2-year coupon bond that pays a 6% coupon rate, assuming coupon payments are made once a year starting one year from now? b. Find the missing entry in the table. c. What should be the yield to maturity of the 2-year coupon bond in Part a? d. Why are your answers to parts b and c of this question different?