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 yoars (the next coupon is exactly sox months from now)? The price of this bond is 5 (Round to the nearest cent)