A 3-year bond carrying 3.4% annual coupon and $100-par is putable at par 1 year and 2 years from today. Calculate the value of the putable bond under the forward rate curve below. 1-year spot rate: 2.0%; 1-year spot rate 1 year from now: 2.5%; 1-year spot rate 2 years from now: 4.3%. Assume annual compounding. Round your answer to 2 decimal places (nearest cent)