There is also an option E) 1155. Any help is greatly appreciated! Thank you

The term and price of zero-coupon bonds are given in the following table: Time to maturity Price 1 .98 2 93 3 .89 4 .86 Alan enters into a four-year interest rate swap. He wants to swap the floating interest rates for a fixed interest rate. The level notional amount of the swap is 100,000 each year. Three years have elapsed and one year is left on the swap agreement. Calculate the market value of the swap if Alan decided to sell the swap today assuming a notional value of 100,000 and a one-year spot interest rate at the start of year four of 4.98%. Possible Answers 1087 B 1095 1100 D 1112 The term and price of zero-coupon bonds are given in the following table: Time to maturity Price 1 .98 2 93 3 .89 4 .86 Alan enters into a four-year interest rate swap. He wants to swap the floating interest rates for a fixed interest rate. The level notional amount of the swap is 100,000 each year. Three years have elapsed and one year is left on the swap agreement. Calculate the market value of the swap if Alan decided to sell the swap today assuming a notional value of 100,000 and a one-year spot interest rate at the start of year four of 4.98%. Possible Answers 1087 B 1095 1100 D 1112