I need help with this finance homework question. Please show work in Excel

The term structure of interest rates (i.e., spot rates) currently looks like this:

1-year 3%

2-year 4%

3-year 5%

4-year 6%

5-year 7%

A 5-year bond with a $1,000 par value pays a coupon rate of 6.25%. Payments are made annually. Assume that the expectations hypothesis is true. What is the expected price of this bond three years from today, just after it has made its 3rd coupon payment?