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The current $1-$year spot rate $($S$1)$ is $6\%,$ the $1-$year forward rate for lending from year $1$ to year $2($f$(1,1))$ is $7\%,$ and the $1-$year forward rate for lending from year $2$ to year $3($f$(2,1))$ is $8\%.$ Consider a bond with a coupon rate of $6\%$ that pays annual interest and matures in three years. The face value of the bond is $$1,000.$ Assume the bond has the same liquidity and risk as the benchmark rates given. The arbitrage$-$free value the bond is closest to: