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Treasury spot interest rates are as follows: Maturity (years) 1 2 3 4 Spot rate (EAR) 1.6% 2.8% 3.5% 4.5% What is the price

 

Treasury spot interest rates are as follows: Maturity (years) 1 2 3 4 Spot rate (EAR) 1.6% 2.8% 3.5% 4.5% What is the price of a risk-free zero-coupon bond with 3 years to maturity and a face value of $1,000 (in $)?

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