Assume the zero-coupon yields on default-free securities are as summarized in the following table: 1 year 2 years Maturity Zero-Coupon Yields 3 years 4.80% 4 years 5.10% 5 years 5.30% 4.00% 4.40% What is the price of a three-year, default-free security with a face value of $1,000 and an annual coupon rate of 4%? 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 4%? The price is $. (Round to the nearest cent.)