i need the pv of the coupon payments and the pv of the par value to equal the pv i have found (944). i tried to use the annuity present value factor for the coupon payments and the present value factor for the par value but i come up about $40 short. i know the information above the present value of the coupon payments and the par value is correct, but i need help with the inputs so they are equal

Coupon Payment Expected Coupon (Based on the Payment = Prob. x Probability bond indenture) Coupon Payment 0.67 $ 80 $53.60 0.3 $ $12.00 0.03| $ $0.00 1.00 $65.60 40 Expected Coupon Payment (PMT): $65.60 66 5 PMT (expected coupon pmt) $ N (time until maturity) FV $ i (YTM of similar risk bonds) PV 1,000 8.00% $944 PV (coupon payments) PV (Par value at maturity) $264 $642 Market Value of the bonds $906