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Assume the current Treasury yield curve shows that the spot rates for six​ months, one​ year,...

Assume the current Treasury yield curve shows that the spot rates for six​ months, one​ year, and one and a half years are 1 %​, 1.1 %​, and 1.3 %​, all quoted as semiannually compounded APRs. What is the price of a ​$1 comma 000 ​par, 3.5 % coupon bond maturing in one and a half years​ (the next coupon is exactly six months from​ now)?

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