The following are prices (per 100 face) for zero-coupon bonds. Bond Term Price (in years) (per 100) 1 95.87 2 90.88 3 85.70 Find the annual effective yield for a 3-year annual-coupon bond whose both price and redemption amount are the same as its face-value. (A) 5.15% (B) 5.25% (C) 5.35% (D) 5.40% (E) 5.50%