At t = 0 you buy a 6-year, 5% coupon bond with FV = $10,000 and 8% YTM. With the coupon you receive from this bond at t = 2, you buy bond X at t = 2, where Bond X is a 2-year 3% coupon bond. At t = 3, you sell bond X right after its t = 3 coupon is paid. What is the sale price of Bond X (rounded to the nearest dollar)? You are also given the following information: At t = 1: 1,1 = 1.1%, 1,2 = 1.2%, 1,3 = 1.3%, 1,4 = 1.4%, 1,5 = 1.5%, 1,6 = 1.6%, 1,7 = 1.7% At t = 2: 12,1=3%, 2,2 = 3%, 2,3 = 7%, 12,4 = 8.5%, 2,5 = 9%, 2,6 = 10%, 2,7 = 11% At t = 3: 3,11%, r3,2 = 2%, r3,3 = 1%, 3,4 = 1%, 3,5 = 1%, 3,6 = 1%, 3,7 = 1% At t = 4: 14,1 = 5%, 4,2 = 6%, 4,3 = 7%, 4,4 = 8%, 4,5 = 9%, r4,6 = 10%, 4,7 = 11% 503 495 500 792 455