Assume the zero-coupon yields on default-free securities are as summarized in the following table:

Maturity	1 year	2 years	3 years	4 years	5 years
Zero-Coupon Yields	4.70

%

5.30

%

5.60

%

5.90

%

6.00

What is the price of a three-year, default-free security with a face value of 1,000 and an annual coupon rate of 7 %