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Part $1$

Suppose the$$ current, zero$-$coupon, yield curve for$$ risk$-$free bonds is as$$ follows: LOADING....

a$.$ What is the price per $$$$100$ face value of a $2-$year, $$zero$-$coupon, risk$-$free$$ bond?

b$.$ What is the price per $$$$100$ face value of a $4-$year, $$zero$-$coupon, risk$-$free$$ bond?

c$.$ What is the$$ risk$-$free interest rate for a $1-$year $$maturity$?$

Note$$: Assume annual compounding.

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Part $1$

a$.$ What is the price per $$$$100$ face value of a $2-$year, $$zero$-$coupon, risk$-$free$$ bond?

The price is $$$