What is the price (as a percentage of the face value) of a two-year bond with an annual coupon rate of 4.61%? Coupons are paid semi-annually. You are given the following information for bonds all having the same credit rating:

6-month zero coupon bond priced at 95.2598

1-year zero coupon bond priced at 93.3858

18-month zero coupon bond priced at 91.6793

2-year zero coupon bond priced at 89.9376

Select one:

a. 97.3477

b. 95.2377

c. 96.2377

d. 99.5967

e. 98.4722