The US Treasury yield curve for the first 36 months has the following YTMs (each YTM is measured as an EAR): A 6-month YTM of 2.6%. A 1-year YTM of 2.8%. An 18-month YTM of 3.2%. A 24-month YTM of 3.7%. A 30-month YTM of 4.3%. A 3-year YTM of 4.9%. All YTMs come from US Treasury, zero-coupon bonds. Determine the corresponding no-arbitrage price for a 1-year, 4.3% (coupon rate), semi-annual US Treasury coupon bond with a face value of $1000. Express your answer in dollars and cents.

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Chapter 7, Sandbox Problem 13 The US Treasury yield curve for the first 36 months has the following YTMs (each YTM is measured as an EAR): A 6-month YTM of 2.6%. A 1-year YTM of 2.8%. An 18-month YTM of 3.2%. A 24-month YTM of 3.7%. A 30-month YTM of 4.3%. A 3-year YTM of 4.9%. All YTM's come from US Treasury, zero-coupon bonds. Determine the corresponding no-arbitrage price for a 1-year, 4.3% (coupon rate), semi-annual US Treasury coupon bond - with a face value of $1000. Express your answer in dollars and cents. 1,014.9 margin of error +/-0.2%