why is the Face value of on year bond 90?

It wasnt given in the question so shouldnt it br 1000 as well?????

6-25. curve: Suppose you are given the following information about the default-free, coupon-paying yield $971.053 Maturity (years) 1 3 4 Coupon rate (annual payments) 0.00% 9.00% 7.00% 14.00% YTM 2.9819 4.333% 5.832% 5.696% 2 Use arbitrage to determine the yield to maturity of a two-year, zero-coupon bond. What is the zero-coupon yield curve for years 1 through 4? b. We can construct a two-year zero coupon bond using the one- and two-year coupon bonds as follows. Cash Flow in Year: 1 2 3 4 Two-year coupon bond ($1,000 Face Value) 90 1,090 Less: one-year bond ($90 Face Value) (90) Two-year zero ($1,090 Face Value) 1,090) face valie no longer loc