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

$1,000

par,

3.5%

coupon bond maturing in one and a half years (the next coupon is exactly six months from now)?

The price of this bond is

$nothing.

(Round to the nearest cent.)