# Mathematical Models

A default-free coupon bond maturing in 6 months, that pays a coupon of 2.00 after 3 months and makes a final payment of 102.00 (the last coupon and the principal), trades at 101.00 today. Moreover, a 6-month default-free zero-coupon bond is traded at 97.1, and pays 100.00 at maturity.

Enter the price of the 3-month default-free zero-coupon bond that pays 100 at maturity, such that there are no arbitrage opportunities:

1. 0
2. 0
3. 2

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