Suppose that a broker quotes the price of unit zero-coupon bonds, with maturity times of (0.5,1.0,1.5,2.0) years, to be respectively (0.93,0.90,0.84,0.82). Calculate the no-arbitrage price of a 4-year bond with face-value 750,000, semi-annual coupons at rate 4% per annum, and redeemable below par at exactly half its face value.