The following table shows a benchmark par curve; the benchmark bonds pay coupons annually Maturity (years) Yield to Maturity 1 5% N 6% 3 7% Based on the above par curve, what is the arbitrage price of a bond that matures in two years with a coupon rate of 4% and pays coupons annually? Select one: a 98.56 Ob. 100.95 Oc. 96.32