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A Treasury bond with two yeas until maturity has a par value of $100 and pays...

A Treasury bond with two yeas until maturity has a par value of $100 and pays semiannual coupons at a rate of 4% per annum. Given the zero rates below, determine the market price of the bond.

Par Maturity (years) Annual Coupon Price
100 0.5 0 98
100 1 4 99
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