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The current zero-coupon yield curve for risk-free bonds is shown above. What is the price per $100 face value of a four-year, zero-coupon, risk-free bond?

The current zero-coupon yield curve for risk-free bonds is shown above. What is the price per $100 face value of a four-year, zero-coupon, risk-free bond?

Question 4 options:

$87.99

$85.64

$92.15

$96.67

$90.85

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