Suppose we have a simple bond which has exactly 1.5-years until maturity. The bond pays interest semi-annually (the coupon is broken into 2 payments per year, 1 every six months). The bonds par value is $100. Finally, the bonds coupon rate is 4%. Below are zero-rates over the next 2 years:

.5 year zero rate = 4.0% compounded continuously

1 year zero rate = 4.8% compounded continuously

1.5 year zero rate = 5.4% compounded continuously

What is the bond's price, via properly discounting all future cash flows of the bond at the corresponding zero rates?

Group of answer choices

$95.92

$96.91

$97.93

$99.94

$101.90

$102.95