Find the value today of a 2-year dual currency bond with annual coupons (paid in U.S. dollars at a 4 percent coupon rate) that pays 500 per $1,000 par value at maturity. The cash flows of the bond are: The dollar-based yield to maturity is i$ = 2%; the spot exchange rate is $1.36 = 1.00; expected inflation over the next three years is $ = 1% in the U.S. and = 2% in the U.K.