Assume the zero-coupon yields on default-free securities are as summarized in the following table: 1 year 2 years 3 years 5 years Maturity Zero-Coupon Yields 4 years 5.70% 4.80% 5.20% 5.40% 5.90% What is the price of a three-year, default-free security with a face value of $1,000 and an annual coupon rate of 2%? 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 2%? 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.)