The following table shows the prices of a sample of Treasury bonds, all of which have coupon rates of zero. Each bond makes a single payment at maturity.

$\backslash$table$[[ars$ to$,$Price $(\%.$ of$],[$Maturity$,$face value$)],[\backslash$table$[[\backslash$table$[[1],[2]]]],\backslash$table$[[\backslash$table$[[98\mathrm{.}352\%$