Suppose that you have the following bonds:
A: 1-year zero coupon bond has a YTM of 2%
B: 2-year zero coupon bond has a YTM of 3%
C: 3-year zero coupon bond has a YTM of 4%;
If the law of one price holds, what is the fair value of a 3-year coupon bond with a face value of $100?