Use the following information. All bonds are issued by US Treasury and will pay coupons annually.

Bond	A	B	C	D	E
Issuer	Treasury	Treasury	Treasury	Treasury	Treasury
Face Value	100	100	100	100	100
Coupon Rate	3.0%	3.0%	3.0%	3.0%	3.0%
Price	100
Maturity	1	2	3	4	5

The sequence of spot rates and forward rates are shown below,

Time to Maturity	Spot (0Rn)	Forward (n-1Fn)
1	3.0000%	3.000%
2	2.9000%	2.800%
3		2.700%
4		2.600%
5		2.500%

1) An investor considers the purchase of 3-year annual zero-coupon Bond F with a face value of $100. The price of the Bond F is closet to:

91.960

91.970

91.980

91.990

2) An investor considers the purchase of 4-year annual zero-coupon Bond G with a face value of $100. The YTM of the Bond F is closet to:

2.555%

2.665%

2.775%

2.885%