Assume a Zero-Coupon Bond Promises to Pay $10,000 at the End

Assume a zero-coupon bond promises to pay $10,000 at the end of one year. The beta of the bond is 0.1, the relevant risk-free rate is 3%, and the equity premium is 6%. Assuming CAPM
Applies, what is the maximum price should you pay for this bond?

A) $9,174
B) $9,653
C) $10,000
D) This cannot be answered because you don't know the expected cash flow from the bond.