A financial analyst is working on detecting potential arbitrage opportunities in the Treasury bond market. This involves comparing the cash flows from certain bonds with those from a combination of other bonds. Currently, there are two specific bonds under consideration:

1. A 1-year zero-coupon bond valued at USD 97.
2. A 1-year bond with a 7% coupon that pays interest semi-annually, valued at USD 102.

Given this information, what would be the calculated price for a 1-year Treasury bond with a 6% coupon that also pays interest semi-annually, using a replication strategy?