You see a $1\mathrm{.}5$y coupon bond, a $1\mathrm{.}5$ y zero, and a $2-$year coupon bond trading in the market based on the table below. The coupon bearing instruments pay semi$-$annually and all instruments have $100$ notional. Engineer a $2-$year zero $($also with $100$ notional$)$ and compute its no$-$arbitrage price.

$\backslash$table$[[$Bond$,$Maturity,Annual Coupon,Price $($decimal$)],[1,1\mathrm{.}5y,7\mathrm{.}220\%,101\mathrm{.}73],[2,1\mathrm{.}5y,0\mathrm{.}000\%,91\mathrm{.}51],[3,2y,7\mathrm{.}875\%,103\mathrm{.}48]]$