Assume the current Treasury yield curve shows that the spot rates for six months, one year, and one and a half years are 1%, 1.1%, and 1.3%, all quoted as semiannually compounded APR What is the price of a $1,000 par, 4% coupon bond maturing in one and a half years the next coupons exactly six months from now? The price of this bond is $ (Round to the nearest cont.)