You are given the following term structure: s₀(1) =.15, s₀(2)=.10,s₀(3)=.05. These are effective annual rates if interest for zero coupon bonds 1, 2, and 3 years maturity, respectively. A newly issued 3-year bond with face amount 100 has annual coupon rate 10%, with coupons paid once per year starting one year from now. Find the price and effective annual yield to maturity of the bond.