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You observe the following prices (% of par value) for default-free zero-coupon bonds: Z(OI) 1 95.00 2 90.00 3 85.00 Given the zero-coupon bond prices,

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You observe the following prices (% of par value) for default-free zero-coupon bonds: Z(OI) 1 95.00 2 90.00 3 85.00 Given the zero-coupon bond prices, find the price (% of par) of a two-year annual coupon bond with a 10% annual coupon. Please provide the price to at least two decimal places (meaning to the basis point)

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