Suppose that all investors expect that interest rates for the 4 years will be as follows:YearForward Interest Rate0(today)6%17%29%310%What is the price of a 3-year zero-coupon bond with a par value of $1,000?

A. $765.55
B. $772.18
C. $863.83
D. $816.58
E. None of the options are correct.


Answer: D

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