The government benchmark bond spot rates, for annual compounding bonds is shown below:

Year	Spot rate (%)
1	5.90
2	6.40
3	6.60
4	6.90
5	7.30

What is the closest price of a 3-year, 6% annual coupon corporate bond, trading at a Z-spread of 75bps above benchmark government bonds?

Group of answer choices

value 90

90 < value 95

95 < value 100

100 < value