A 3-year bond carrying 3.5% annual coupon and $100-par is putable at par 1 year and 2 1 years from today. Calculate the value of the putable bond under the forward rate curve below. 1-year spot rate: 1.9%; 1-year spot rate 1 year from now: 2.7%; 1-year spot rate 2 years from now: 4.2%. Assume annual compounding. Round your answer to 2 decimal places (nearest cent)