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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%

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

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