An analyst has been asked to check for arbitrage opportunities in the Treasury bond market by comparing the cash flows of selected bonds with the cash flows of combinations of other bonds. A 1-year zero-coupon bond is priced at USD 97 and a 1-year 7% coupon bond with semi-annual payments is priced at USD 102. Using a replication approach, what should be the price of a 1-year 6% coupon Treasury bond that pays semi-annually?