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 comma 000 par, 3.5 % coupon bond maturing in one and a half years (the next coupon is exactly six months from now)?