Calculate the value of a three-year coupon bond with a 2% coupon rate and a $1,000 par value given the expected one-year interest rates and term premium as follows. Coupons are paid annually. 1R1 = 0.60% ; EC2R1) = 0.85%; E(3R1) = 1.05% ; Term Premium for two-year bond = = 0.10%; Term Premium for three-year bond = 0.20%. A. $1,029 B. $1,021 C. $1,013 D. $1,034 O E. $1,017