Suppose that the current spot rates (annually compounded) are s1=0.3%, 92=0.8%, s3=1.4%, s4=1.5% and 85=2.3%. Suppose that future spot rates evolved according to expectation dynamics. Suppose you invest $1000 in a 5% 5-year coupon bond, and reinvest the coupons at the prevailing 1-year spot rates, rolling over as necessary, until 5 years, when you principal is returned to you. How much money will you have in 5 years? (nearest $0.01)