Question: An analyst has calculated the CVA for a 4-year 6% $100 annual coupon paying bond to be 4.256. If the risk-free rate was 2%, what

An analyst has calculated the CVA for a 4-year 6% $100 annual coupon paying bond to be 4.256. If the risk-free rate was 2%, what would be the fair value of the risky bond? Give your answer correct to 3 decimal places.

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