Assuming the market is arbitrage-free, if a three-month zero-coupon bond yields 2.21%, a six-month zero-coupon bond yields 2.46%, a nine-month zero-coupon bond yields 2.99%, and a one-year zero-coupon bond yields 3.31%, what should be the price of a one-year $1,000 3% par-value bond with quarterly coupons? (Round your answer to the nearest cent.)