Assume the zero-coupon yields on default-free securities are as summarized in the following table: 2 years 4 years Maturity Zero-Coupon Yields 1 year 5.90% 3 years 6.60% 5 years 7.20% 6.30% 6.90% What is the price of a three-year, default-free security with a face value of $1,000 and an annual coupon rate of 6%? 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 6%? 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.)