What is the no arbitrage price of bond

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Bond A is a 6-month zero coupon bond. The par value is $1000 and the price is 970.87. Bond B is a 12-month zero coupon bond. The par value is $1000 and the price is $961.17. Bond C is a 12-month coupon bond. Par value is $1000 and the annual coupon rate is 3%. What is the no arbitrage price of Bond C?

Reference no: EM13850367

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