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 3.80% 4.10% 4.40% 4.70% 4.90% What is the price of a three-year, default-free security with a face value of $1,000 and an annual coupon rate of 8%? 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 8%? The price is $ (Round to the nearest cent.) What is the yield to maturity for this bond? The yield to maturity for this bond is %. (Round to two decimal places.)