The following is the list of current zero coupon prices. Based on the prices, calculate the market value of a $100 par-value coupon bond with a 4% coupon rate and a five-year maturity. (Coupons are paid annually.)

• 1 Year: $96.69
• 2 Year: $95.43
• 3 Year: $93.08
• 4 Year: $92.53
• 5 Year: $90.11

A. $1,166

B. $1,124

C. $1,150

D. $1,133

E. $1,116