Assume the current Treasury yield curve shows that the spot rates for 6 months, 12 months, 18 months and 24 months are 2%, 2.25%, 2.5% and 3%, respectively, all quoted as semiannually compounded APRs. What is the price of a $5,000 par, 4.5% coupon bond (with semi-annual payments) maturing in 18 months (the next coupon is exactly 6 months from now)?