Assume the zero-coupon yields on default-free securities are as summarized in the following table: 2 years Maturity Zero Coupon Yields 1 year 4.00% 3 years 4.50% 5 years 4.80% 4 years 4.70% urces 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.)