Solution Set says answer is D but i cant seem to arrive there?

6) Suppose that all investors expect that interest rates for the 4 years will be as follows: Year Forward Interest Rate 4 % (today) 0 1 5 $ 2 6 % 3 7% Version 1 What is the price of a 2-year maturity bond with a 10% coupon rate paid annually? (Par value - $1,000) A) $1,092 B) $986 C) None of the options are correct. D) $1,103 E) $1,054