Bond A is an n-year bond with quarterly coupons and face value of 1, 000. Bond B is an n 4 -year zero-coupon bond. Both bonds have the same redemption amount and nominal yield rate convertible quarterly. The difference between the price of bond B and the present value of the redemption amount for bond A is equal to 320.40, while the difference of their squared values is 579,837.50. If, for bond A, the ratio of the 3-month bond rate to the 3-month yield rate, r/i = 1.04167, find the price of bond A.