Please work out the problem so I can understand how you did it step by step please. Thank you

It is the heart of the financial crisis and Lehman brothers is trying to raise money. They issue a zero-coupon bond with a face value of $1000 and a term of 1 year. However, you expect that Lehman will go bankrupt with probability 25%, in which case you get $0 in one year rather than the full $1000. Only with probability 75% do you receive the full $1000. If Lehman has an opportunity cost of capital of 15%, how much are you willing to pay for the bond? What is the yield-to-maturity of the bond? $652.17;15% $869.57;15%$869.57;53%$652.17;53%