You have the following incomplete information on yields, forward rates from time t-1 to t, and prices (risk-free, zero-coupon bonds with face amount $100):

Maturity Yield Price Forward rate

1 P₁=98.00

2 f₂=2.50%

3 y₃=2.50%

Given this information, what is the price of a 3-year, 5%, annual-pay, coupon bond with face amount $1,000?(Please fill in the table as well.)