The current zero$-$coupon yield curve for risk$-$free bonds is as follows: What is the price per $\backslash (\backslash$$ $100\backslash )$ face value of a two$-$year, zero$-$coupon, risk$-$free bond?

The price per $\backslash (\backslash$$ $100\backslash )$ face value of the two$-$year, zero$-$coupon, risk$-$free bond is $\backslash (\backslash$$ $\backslash$mid $\backslash )$

$($Round to the nearest cent.$)$

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