Consider a corporate bond with a face value of $1,000, 2 years to maturity and a coupon rate of 5%. Coupons are paid semi-annually. The next coupon payment is to be made exactly 6 months from today. What is this bond's price assuming the following spot rate curve. 6-month spot rate: 3.1%. 12-month: 5%. 18-month: 5.5%. 24-month: 5.8%. Assume semi-annual compounding. Round your answer to the nearest cent (2 decimal places).