An investor wishes to have a portfolio such that the present values of his assets and liabilities are matched, and also their durations are matched. He has liabilities of 1000 at time 1, 2000 at time 3, and 1000 at time 8. He wishes to use assets at times 2 and 4. The yield curve is flat and the price of a 1000 par 1-year zero coupon bond is 943.40. Calculate the amount of the asset needed at time 2.