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 $$$$1$ comma $000$par$,5\%$ coupon bond maturing in one and a half years$($the next coupon is exactly six months from$$ now$)?$

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Part $1$

The price of this bond is $$$

$$

$1129\mathrm{.}30.($Round to the nearest$$ cent.$)$