Assume the current 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%, respectively, all quoted as semi-annually compounded APRs. What is the price of a $1000 par, 4.5% coupon bond maturing in one and a half years (the next coupon is exactly six months from now)? The price of this bond is $nothing. (Round to the nearest cent.)