Assume the current Treasury yield curve shows that the spot rates for six$$ months, one$$ year, and one and a half years are $1\mathrm{.}0\%,1\mathrm{.}1\%,$ and $1\mathrm{.}3\%,$ all quoted as semiannually compounded APRs. What is the price of a $$$$1,000,4\mathrm{.}5\%$ coupon bond maturing in one and a half years$($the next coupon is exactly six months from$$ now