A market risk manager aims to calculate the price of a 2-year zero-coupon bond. Currently, the 1-year interest rate is at 10.0%. There is an equal probability (50%) that the 1-year interest rate will either increase to 12.0% or decrease to 8.0% after one year. Given the additional risk premium for duration risk of 50 basis points per year and the bond's face value of EUR 1,000, what is the correct price of the zero-coupon bond?