Suppose that 6-month, 12-month, and 18-month zero rates are 5%, 5.8% and 6.4% per annum with continuous compounding, respectively. What is the cash price of a Treasury bond with a principal of $1,000 that will mature in 18months and pays coupon rate of 7% per annum semi-annually? *USE AT LEAST 6 DECIMAL PLACES

$959.67

$999.78

$1,000.55

$1,007.43