Can you also please include the expected values for the coupons for the 01/01/2022 and 01/01/2021

Today is 1 July 2020, Jason is planning to purchase a corporate bond with a coupon rate of j2 = 3.41% p.a. and face value of 1000. This corporate bond matures at par. The maturity date is 1 July 2022. The yield rate is assumed to be ja = 5.32% p.a. Assume that this corporate bond has a 3.12% chance of default in the first six-month period (i.e., from 1 July 2020 to 31 December 2020) and this corporate bond has a 3.34% chance of default in any six-month period during the term of the bond except the first six- month (1.e., 3.34% chance of default in any six-month from 1 January 2021 to 1 July 2022). Assume also that, if default occurs, Jason will receive no further payments at all. ) Calculate the purchase price of this corporate bond. Round your answer to two decimal places Select one: O a. 846.650 O b.937.767 O C. 901.784 O d. 905.091 Today is 1 July 2020, Jason is planning to purchase a corporate bond with a coupon rate of j2 = 3.41% p.a. and face value of 1000. This corporate bond matures at par. The maturity date is 1 July 2022. The yield rate is assumed to be ja = 5.32% p.a. Assume that this corporate bond has a 3.12% chance of default in the first six-month period (i.e., from 1 July 2020 to 31 December 2020) and this corporate bond has a 3.34% chance of default in any six-month period during the term of the bond except the first six- month (1.e., 3.34% chance of default in any six-month from 1 January 2021 to 1 July 2022). Assume also that, if default occurs, Jason will receive no further payments at all. ) Calculate the purchase price of this corporate bond. Round your answer to two decimal places Select one: O a. 846.650 O b.937.767 O C. 901.784 O d. 905.091