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n Question 7 4 pts Assume an efficient capital market. We have the following information about three bonds at t=0. The nominal (face) value of every bond is 1,000. All three bonds have no default risk. Bonds A and Care level coupon bonds, while bond B is a zero coupon bond (pure discount bond). The forward rate of year 3 (zf3) equals 6%. We have the following additional information: Maturity 1 year Coupon Rate 2% Bond B C Price 1,000.00 924.56 ? 0% 2 years 3 years 8% Question: Calculate the price of bond C. Round your answer to whole euros (i.e. O decimals). Do NOT include the euro sign in your