Using the information provided in the table below, please determine the price at which the U.S. Treasury should issue a five year bond with an annual coupon rate of 10% and a face value of $1,000. The U.S. Treasury's goal is to issue the bond at a price that will prevent arbitrage opportunities. Term Structure of Interest Rates Time to Maturity Yield to Maturity 6 months 0.25% 1.0 year 0.40% 1.5 years 0.75% 2.0 years 1.00% 2.5 years 1.50% 3.0 years 2.00% 3.5 years 2.75% 4.0 years 3.00% 4.5 years 3.25% 5.0 years 3.75% 5.5 years 4.00% 6.0 years 5.00% The U.S. Treasury should issue the five year bond at a price of