You have a treasury bond that pays$100

one year from today and$1,100

two years from today.

You notice that the yield-to-maturity on a one year-zero coupon treasury bond is1%

and the yield-to-maturity on a two year-zero coupon treasury bond is2%

. What should the price of your bond be?

*Make sure to input all currency answers without any currency symbols or commas, and use two decimal places of precision.