Suppose that a floating$-$rate security is currently trading at its par value of $$1,000.$ The security has $10$ annual coupon payments remaining. Coupon payments are based on a reference rate plus a spread of $2\%.$ There is also a coupon rate cap $($ceiling$)$ of $7\%.$ Suppose that the reference rate is currently $3\%$ but increases to $4\mathrm{.}5\%$ next year. Based on the information provided, what is the most probable price of this floater next year? Solve using the TVM Solver on a ti$84.$