Assume the zero-coupon yields on default-free securities are as summarized in the following table: Maturity Zero-Coupon Yields 1 year 3.20% 2 years 3.70% 3 years 4.10% 4 years 4.40% 5 years 4.70% What is the price of a three-year, default-free security with a face value of $1,000 and an annual coupon rate of 3%? What is the yield to maturity for this bond? What is the price of a three-year, default-free security with a face value of $1,000 and an annual coupon rate of 3%? The price is $U. (Round to the nearest cent.)