Consider a three$-$year zero$-$coupon bond with a face value of $$1000.$ Assume the interest rates follow the path from Node $0$ to Node $2$ to Node $5$ so that one$-$year interest rates are $4\%,3\%,$ and $2\%.$$\mathrm{}$

$\mathrm{}1.$ What is the price or present value of the bond?$\mathrm{}$

$\mathrm{}2.$ What is the bond's yield to maturity$($annual equivalent yield$)?$