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The 10-year face value required is simply = $100 / $0.1 * $100 = $100,000;
The five-year face value required is found by solving for F(5) in:
F(5)*0.04/100 + $100,000 * 0.05/100 = 60, such that F(5) = $25,000.
The two-year face value required is found by solving for F(2) in:
F(2)0.01/100 + $25,0000.01 / 100 + $100,000*0.01 / 100 = 20, such that F(2) = $75,000.
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A
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D