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Assume the current Treasury yield curve shows that the spot rates for six months, one year, and one and a half years are 1 %,

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 APRs. What is the price of a $1 comma 000 par, 4.75 % coupon bond maturing in one and a half years (the next coupon is exactly six months from now)? The price of this bond is

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