The yields on a one-year and two-year zero-coupon bonds are 4.0 and 5.0 percent, respectively. A dealer holds in inventory a 6.0 percent treasury note with a par value of 1,000.0 dollars and maturity of two years. What is the minimum price the dealer should ask for the bond?

1,018.27

1,023.75

1,020.70

1,019.14

1,015.25