You are given the following information with respect to a bond: For $1,000 zero-coupon bonds of varying maturities, determine the missing value A in the following table: Par amount ,000 Term to maturity 3 years Year i 2 Effective rate in year i 8.0% B 11.0% Annual coupon rate 6% One-year spot rate 7% Zero-coupon bond maturity n, in years 2 3 Two-year spot rate 8% Three-year spot rate 9% Price of n-year zero-coupon bond $943.40 C $805.08 D Calculate the value of the bond. n-year spot rate G H Possible Answers Possible Answers 906 A