Assume the zero-coupon yields on default-free securities are as summarized in the following table: 1 year Maturity Zero-Coupon Yields 2 years 7.00% 3 years 7.30% 4 years 7.60% 5 years 8.00% 6.50% 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.)