The current zero$-$coupon yield curve for risk$-$free bonds is as follows: $.$

The price per $$100$ face value of the two$-$year, zero$-$coupon, risk$-$free bond is $

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

Data table

$\backslash$table$[[$Maturity $($years$),1,2,3,4,5],[$YTM$,5\mathrm{.}00\%,5\mathrm{.}50\%,5\mathrm{.}75\%,5\mathrm{.}95\%,6\mathrm{.}05\%$