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, 4.5% coupon bond maturing in one and a half years (the next coupon is exactly six months from now)? The price of this bond is $ (Round to the nearest cent.)