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The following table gives the prices of two out of three US Treasury notes for settlement on August 30, 2008. All three notes will mature exactly one year later on August 30, 2009. Assume semi-annual coupon payments and that all three bonds have the same coupon payment date.
| Coupon | Price |
|---|---|
| 2 7/8 | 94.40 |
| 4 1/2 | ? |
| 6 1/4 | 101.30 |
Approximately what would be the price of the 4 1/2 US Treasury note?