Today is 1 July 2019. Jenny has a portfolio which consists of three different types of financial instruments (henceforth referred to as instrument A, instrument B and instrument C. Jenny purchased all instruments on 1 July 2017 to create this portfolio and this portfolio is composed of 50 units of instrument A, 78 units of instrument B and 105 units of instrument C)

Instrument A is a zero-coupon bond with a face value of 100. This bond matures at par. The maturity date is 1 January 2030.

Instrument B is a Treasury bond with a coupon rate of j2 = 3.08% p.a. and face value of 100. This bond matures at par. The maturity date is 1 January 2021.

Instrument C is a Treasury bond with a coupon rate of j2 = 3.12% p.a. and face value of 100. This bond matures at par. The maturity date is 1 April 2022.

Jenny will use part of the sale proceeds of these instruments to purchase a corporate bond with a coupon rate of j2 = 3.7% p.a. and face value of 1000 on 1 July 2019. This corporate bond matures at par. The maturity date is 1 July 2029. The yield rate is assumed to be j2 = 3.35% p.a. Assume that this corporate bond has a 5% chance of default in the first six-month period (i.e., from 1 July 2019 to 31 December 2019) and this corporate bond has a 3% chance of default in any six-month period during the term of the bond except the first six-month (i.e., from 1 January 2020 to 1 July 2029). Assume also that, if default occurs, Jenny will receive no further payments at all. Calculate the purchase price for 1 unit of this corporate bond. Round your answer to two decimal places. Draw the detailed contingent cash flow diagram associated with this corporate bond, from the perspective of Jenny.