$10)$ Assume the current yield curve shows that the spot rates for six months, one year, and one and a half years are $1\%,1\mathrm{.}1\%,$ and $1\mathrm{.}3\%,$ respectively, all quoted as semi$-$annually compounded APRs. What is the price of a $$1000$ par, $4\%$ coupon bond maturing in one and a half years? $($The next coupon is exactly six months from now.$)$