Assume the zero-coupon yields on default-free securities are as summarized in the following table: Maturity Zero-Coupon Yields 1 year 2 years 3 years 4.50% 4 years 5 years 4.80% 4.00% 4.30% 4.70% What is the price of a five-year, zero-coupon default-free security with a face value of $1,000? (Round to the nearest cent.) The price is