The supervisor of the Treasury Department of Nitram Computers Ltd has welcomed your analysis of Bonds A to D, and has given you another fixed-income security portfolio to analyse. The following information relates to these securities. Bond E - These bonds pay annual coupons at a fixed coupon rate of 4.1% p.a., and have 2 years to maturity. Bond F- These bonds pay annual coupons at a fixed coupon rate of 5.2% p.a., and have 3 years to maturity. Bond G - These bonds pay semi-annual coupons, on the 15th day of March and September each year, at a fixed coupon rate of 4.6% p.a., and have 3 years to maturity. Bond H - These bonds pay quarterly coupons at a fixed coupon rate of 8.6% p.a., and have 5 years to maturity. Promissory Note J - These notes were issued 131 days ago. When they were first issued they were issued as 180-day notes. All of these securities have a face value of $1000. Shown below are the current spot rates for 1, 2 and 3-year zero-coupon bonds with the same risk as bonds issues by Nitram. Year Spot Rate 1 2.9% 2 2.9% 3 3.8% What is the price of Bond F, based on the spot rates given in the above table? a. $1040.29 b. $1114.56 c. $146.14 d. $993.79