4 decimal places please

YOUR BANK is thinking to issue a regular coupon bond (debenture) with following particulars: Maturity = 5 years, Coupon rate = 7.000%, Face value = $1,000.00, Coupon payments are annual and paid at the end of a year. - 1 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 downward-upward sloping with the following interest rates per annum continuously compounded: R0,1 = 8.000% , R0,2 = 7.000% , R0,3 = 6.000% , R0,4 = 7.000% , and R0,5 = 7.500% Where, the notation Rot is the spot-interest rate (at time t = 0 ) for T year maturity zero-coupon bond. As per you, what should be the issue offer) price per bond of YOUR BANK in US dollars? YOUR BANK is thinking to issue a regular coupon bond (debenture) with following particulars: Maturity = 5 years, Coupon rate = 7.000%, Face value = $1,000.00, Coupon payments are annual and paid at the end of a year. - 1 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 downward-upward sloping with the following interest rates per annum continuously compounded: R0,1 = 8.000% , R0,2 = 7.000% , R0,3 = 6.000% , R0,4 = 7.000% , and R0,5 = 7.500% Where, the notation Rot is the spot-interest rate (at time t = 0 ) for T year maturity zero-coupon bond. As per you, what should be the issue offer) price per bond of YOUR BANK in US dollars