The current zero-coupon yield curve for risk-free Government of Canada bonds is as follows:

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What is the price per

$ 100

face value of a two-year, zero-coupon, risk-free bond?

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Part 1

The price per

$ 100

face value of the two-year, zero-coupon, risk-free bond is

$enter your response here

.

(Round to the nearest cent.)

Maturity (years) 1 2 3 4 5 YTM (%) 4.97 5.55 5.75 5.94 6.01