You observe the following two financial securities in the market: . = Regular Annuity: Maturity = 5 years, Annual payments in arrears (at the end of a year) = $240.000, Current price = $1,079.765. Regular coupon bond: Maturity = 5 years, Face value = $1,000.000, Coupon rate = 6.000%, Current price = $1,174.779. 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-off to at least 4 decimal places.)