All the securities below have annual payments. [Do not round interim calculations]

Security Rating Maturity (yrs) Face Value Coupon Price

T-Bill 1 $1,000 0% $982.33

T-Note 5 $1,000 2.40% $992.44

T-Bond 10 $1,000 3.25% $1,005.53

T-Bond 20 $1,000 3.90% $1,002.26

Corp Bond BBB 5 $1,000 3.80% $944.55

Corp Bond AA 10 $1,000 3.40% $968.12

Corp Bond A 20 $1,000 5.10% $982.35

What price would you pay for a 10-year, BBB bond with a coupon rate of 5.90%, a $1,000 Face Value and annual payments?