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$[[\backslash$table$[[$Years to$],[$Maturity$]],\backslash$table$[[$Price $(\%$ of$],[$face value$)]]],[1,97\mathrm{.}352\%$