Consider a bond with a coupon rate of 6% and a face value of $1,000. Coupons are paid semi-annually. Suppose there are 93 days to the next coupon payment date, beyond which there are 3 years left to maturity (so that there are in total 1+3*2 number of coupon payments left). The bond is currently trading at a YTM of 5%. Assuming a 30/360 day-count convention, what is the bond's full (dirty) price?

Round your answer to the nearest cent (2 decimal places).