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 $1,000 par, 4.5% coupon bond maturing in one and a half years? (the next coupon is exactly six months from? now)?