The following is the zero-coupon Treasury yield curve (assume all rates are expressed as effective annual rates):

Maturity	1 year	2 year	5 year	10 year
Rate	5.5%	7.0%	8.5%	10%

What should be the current price of a 1-year zero coupon bond with face value of $100?

a. $94.45 b. $94.50 c. $94.79 d. $95.51 e. $99.45

What should be the current price of a 2-year zero coupon bond with face value of $100?

a. $86.00 b. $87.34 c. $88.03 d. $91.52 e. $93.46