The continuously comounded zero rates for 0.5 and 1 years are 4% and 5%, respectively. what is the price of a bond that pays $2 every six months and has 1 year to maturity ( Note: par value is $100)? Show your work
A. 109.27
B. 100.00
C. 98.99
D. 97.08
E. 1.96