Price a 3-year, \5 annual coupon, \\( \\$ 1000 \\) par bond using the following calibrated model for one-year interest rate. All rates are expressed on a bond equivalent basis. Assume annual compounding. Round your answer to 2 decimal places. \\[ t=0 \\] \\[ \\mathrm{t}=1 \\] \\[ \\mathrm{t}=2 \\] \\[ r_{-} 2, \\mathrm{HH}=0.03 \\] \\[ r_{-} 1, H=0.022 \\] \\[ r_{-} 0=0.015 \\] \\( r_{-} 2, \\mathrm{HL}=0.029 \\) \\[ r_{-} 1, L=0.017 \\] \\[ r_{-} 2, \\mathrm{LL}=0.015 \\]