You observe the following two financial securities in the market: - Rogular Annuty Masturty =5 years, Annual payments in arrears (at the end of a year) =$240.000, Current price =$931.902 - Regular coupon bond Maturity =5 years, Face value =$1,000.000, Coupon rate =6.000%, Current price =$908.004. - Then, as per the no-arbitrage principle, what should be the fundamental (theoretical) price of a five-year zero coupon bond of face value $100 ? In other words, What is the current price value of the following financial security? - Zero-coupon bond Maturity =5 years, Face value =$100.000, Current price =$X (Round-of to at least 4 decimal places.)