Using the following Treasury spot rates to answer the following question.

Term	Spot Rate (Annualized)
6-month spot rate	4.0%
1-year spot rate	4.5%
18-month spot rate	5.5%
24-month spot rate	6.0%

The no-arbitrage value of a Treasury bond with 2 years remaining until maturity, a $1 million par value, and a coupon rate of 10% with coupon payments paid semiannually is closest to:

A

$846,210.

B	$1,000,000.

C	$1,075,847.

D	$1,084,392.