YOUR BANK is thinking to issue a regular coupon bond (debenture) with following particulars:

Maturity = 4 years, Coupon rate = 9.000%, Face value = $1,000.00, Coupon payments are annual at the end of year. In the fixed-income securities market, the yield curve for a bond with a similar default risk characteristics as one issued by YOUR BANK, is upward-sloping with the following interest rates per annum continuously compounded: R0,1=8.000%R0,1=8.000% , R0,2=9.000%R0,2=9.000% , R0,3=10.000%R0,3=10.000% , R0,4=10.250%R0,4=10.250% , and R0,5=11.500%R0,5=11.500% , Where, the notation R0,TR0,T is the spot-interest rate (at time t=0t=0 ) for TT year maturity zero-coupon bond. As per you, what should be the issue (offer) price per bond of YOUR BANK in US dollars?