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	5.50%	6.00%	6.60%	6.80%	7.00%

The price of a three-year, default-free security with a face value of $1,000 and an annual coupon rate of 7% is $__________. (Round to two decimal places.)

The yield to maturity for this bond is __________%. (Round to two decimal places.)