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 now)? semiannually compounded APRs. What is the price of a $1.000 par. 4.75% coupon bond maturing in one and a half years (the next coupon is exactly six months from The price of this bond is S (Round to the nearest cent)