Today’s zero-rate curve is summarized in the table below.

Time period (years)	Zero rate% p.a.
0.5	5.755
1.0	6.250
1.5	6.455
2.0	6.555
2.5	6.600
3.0	6.610

Calculate the price (per $100 par value), to three decimal places, of a three-year fixed-coupon bond paying a coupon rate of 9% pa if the bond pays coupons every half year. Assume that the bond is default-free and that a coupon has just been paid -- that is, price the bond on an ex-interest basis.

Hint: find the bond price as the present value of its future cash flows, using the discount factors retrieved from the zero-rate curve.