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The following is a list of prices for zero coupon bonds with different maturities and par value of $1,000. You have purchased a 6-year maturity

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The following is a list of prices for zero coupon bonds with different maturities and par value of $1,000. You have purchased a 6-year maturity bond with a 4% coupon rate paid annually. The bond has a Face value of $1,000. What would the price of the bond be 2 years from now if the implied forward rates stay the same? Maturity (Years) Price of the Zero Coupon Bond 1 950 2 900 3 850 4 800 5 750 6 700 O a. $1,020.36 O b. $1,000.00 O c. $915.56 Od $817.42 O e. $348.00 Of. None of the given choices is correct

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